Last update:
Fri Oct 11 18:03:41 MDT 2024
Darrell Duffie and
Henry R. Richardson Mean-Variance Hedging in Continuous Time 1--15
J. G. Dai and
J. M. Harrison Steady-State Analysis of RBM in a
Rectangle: Numerical Methods and A
Queueing Application . . . . . . . . . . 16--35
Persi Diaconis and
Daniel Stroock Geometric Bounds for Eigenvalues of
Markov Chains . . . . . . . . . . . . . 36--61
James Allen Fill Eigenvalue Bounds on Convergence to
Stationarity for Nonreversible Markov
Chains, with an Application to the
Exclusion Process . . . . . . . . . . . 62--87
R. A. Doney and
George L. O'Brien Loud Shot Noise . . . . . . . . . . . . 88--103
Offer Kella and
Ward Whitt Queues with Server Vacations and Levy
Processes with Secondary Jump Input . . 104--117
J. Komlos and
A. Odlyzko and
L. Ozarow and
L. A. Shepp On the Properties of a Tree-Structured
Server Process . . . . . . . . . . . . . 118--125
Charles M. Goldie Implicit Renewal Theory and Tails of
Solutions of Random Equations . . . . . 126--166
Mario Lefebvre Forcing a Stochastic Process to Stay in
or to Leave a Given Region . . . . . . . 167--172
P. Whittle Neural Nets and Implicit Inference . . . 173--188
R. Durrett and
C. Neuhauser Epidemics with Recovery in $ D = 2 $ . . 189--206
Philip J. Boland and
Emad El-Neweihi and
Frank Proschan Stochastic Order for Inspection and
Repair Policies . . . . . . . . . . . . 207--218
Colm Art O'Cinneide Phase-Type Distributions and
Majorization . . . . . . . . . . . . . . 219--227
David Aldous Asymptotic Fringe Distributions for
General Families of Random Trees . . . . 228--266
Sidney I. Resnick and
Rishin Roy Random USC Functions, Max-Stable
Processes and Continuous Choice . . . . 267--292
Richard A. Vitale Expected Absolute Random Determinants
and Zonoids . . . . . . . . . . . . . . 293--300
Alan Frieze On the Length of the Longest Monotone
Subsequence in a Random Permutation . . 301--305
Joseph Glaz and
Joseph I. Naus Tight Bounds and Approximations for Scan
Statistic Probabilities for Discrete
Data . . . . . . . . . . . . . . . . . . 306--318
F. P. Kelly Loss Networks . . . . . . . . . . . . . 319--378
Paolo Kind and
Robert Sh. Liptser and
Wolfgang J. Runggaldier Diffusion Approximation in Past
Dependent Models and Applications to
Option Pricing . . . . . . . . . . . . . 379--405
Hosam M. Mahmoud and
R. T. Smythe On the Distribution of Leaves in Rooted
Subtrees of Recursive Trees . . . . . . 406--418
Sidney Browne and
Paul Zipkin Inventory Models with Continuous,
Stochastic Demands . . . . . . . . . . . 419--435
J.-P. Crametz and
P. J. Hunt A Limit Result Respecting Graph
Structure for a Fully Connected Loss
Network with Alternative Routing . . . . 436--444
Jens Ledet Jensen and
Jesper Moller Pseudolikelihood for Exponential Family
Models of Spatial Point Processes . . . 445--461
George Marsaglia and
Arif Zaman A New Class of Random Number Generators 462--480
V. Anantharam A Mean Field Limit for a Lattice
Caricature of Dynamic Routing in Circuit
Switched Networks . . . . . . . . . . . 481--503
L. C. G. Rogers and
S. E. Satchell Estimating Variance From High, Low and
Closing Prices . . . . . . . . . . . . . 504--512
Samuel Karlin and
Ming-Ying Leung Some Limit Theorems on Distributional
Patterns of Balls in Urns . . . . . . . 513--538
Peter Donnelly and
Thomas G. Kurtz and
Simon Tavare On the Functional Central Limit Theorem
for the Ewens Sampling Formula . . . . . 539--545
Peter W. Glynn and
Ward Whitt Departures from Many Queues in Series 546--572
J. D. Biggins and
Boris D. Lubachevsky and
Adam Shwartz and
Alan Weiss A Branching Random Walk with a Barrier 573--581
Clyde D. Hardin, Jr. and
Gennady Samorodnitsky and
Murad S. Taqqu Nonlinear Regression of Stable Random
Variables . . . . . . . . . . . . . . . 582--612
Rong Chen and
Ruey S. Tsay On the Ergodicity of Tar(1) Processes 613--634
Ravi Myneni The Pricing of the American Option . . . 1--23
S. N. Ethier and
Thomas G. Kurtz On the Stationary Distribution of the
Neutral Diffusion Model in Population
Genetics . . . . . . . . . . . . . . . . 24--35
Chi-Fu Huang and
Henri Pages Optimal Consumption and Portfolio
Policies with an Infinite Horizon:
Existence and Convergence . . . . . . . 36--64
J. G. Dai and
J. M. Harrison Reflected Brownian Motion in an Orthant:
Numerical Methods for Steady-State
Analysis . . . . . . . . . . . . . . . . 65--86
Gan-Lin Xu and
Steven E. Shreve A Duality Method for Optimal Consumption
and Investment Under Short- Selling
Prohibition. I. General Market
Coefficients . . . . . . . . . . . . . . 87--112
Florin Avram and
Dimitris Bertsimas The Minimum Spanning Tree Constant in
Geometrical Probability and Under the
Independent Model: a Unified Approach 113--130
Douglas Blount Law of Large Numbers in the Supremum
Norm for a Chemical Reaction with
Diffusion . . . . . . . . . . . . . . . 131--141
Francis Comets and
Basilis Gidas Parameter Estimation for Gibbs
Distributions from Partially Observed
Data . . . . . . . . . . . . . . . . . . 142--170
Martin Schweizer Mean-Variance Hedging for General Claims 171--179
Peter W. Glynn and
Ward Whitt The Asymptotic Validity of Sequential
Stopping Rules for Stochastic
Simulations . . . . . . . . . . . . . . 180--198
Clive R. Loader Boundary Crossing Probabilities for
Locally Poisson Processes . . . . . . . 199--228
J. C. Lagarias and
A. Weiss The $ 3 x + 1 $ Problem: Two Stochastic
Models . . . . . . . . . . . . . . . . . 229--261
J. M. Harrison and
R. J. Williams Brownian Models of Feedforward Queueing
Networks: Quasireversibility and Product
Form Solutions . . . . . . . . . . . . . 263--293
Dave Bayer and
Persi Diaconis Trailing the Dovetail Shuffle to its
Lair . . . . . . . . . . . . . . . . . . 294--313
Gan-Lin Xu and
Steven E. Shreve A Duality Method for Optimal Consumption
and Investment Under Short-Selling
Prohibition. II. Constant Market
Coefficients . . . . . . . . . . . . . . 314--328
Amir Dembo and
Samuel Karlin Poisson Approximations for $r$-Scan
Processes . . . . . . . . . . . . . . . 329--357
Boris Pittel On Likely Solutions of a Stable Marriage
Problem . . . . . . . . . . . . . . . . 358--401
Luc Devroye A Study of Trie-Like Structures Under
the Density Model . . . . . . . . . . . 402--434
Lajos Takacs Random Walk Processes and their
Applications in Order Statistics . . . . 435--459
Jihong Ou and
Lawrence M. Wein Performance Bounds for Scheduling
Queueing Networks . . . . . . . . . . . 460--480
Simeon M. Berman The Tail of the Convolution of Densities
and its Application to a Model of
HIV-Latency Time . . . . . . . . . . . . 481--502
T. P. Hill and
D. P. Kennedy Sharp Inequalities for Optimal Stopping
with Rewards Based on Ranks . . . . . . 503--517
Richard Arratia and
A. D. Barbour and
Simon Tavare Poisson Process Approximations for the
Ewens Sampling Formula . . . . . . . . . 519--535
Wei-Liem Loh Stein's Method and Multinomial
Approximation . . . . . . . . . . . . . 536--554
Soren Asmussen Light Traffic Equivalence in
Single-Server Queues . . . . . . . . . . 555--574
M. Bramson and
P. Ney and
J. Tao The Population Composition of a
Multitype Branching Random Walk . . . . 575--596
Luc Devroye A Limit Theory for Random Skip Lists . . 597--609
Arnoldo Frigessi and
Chii-Ruey Hwang and
Laurent Younes Optimal Spectral Structure of Reversible
Stochastic Matrices, Monte Carlo Methods
and the Simulation of Markov Random
Fields . . . . . . . . . . . . . . . . . 610--628
Ioannis Karatzas and
Daniel L. Ocone The Resolvent of a Degenerate Diffusion
on the Plane, with Application to
Partially Observed Stochastic Control 629--668
Peter Kotelenez Fluctuations in a Nonlinear
Reaction-Diffusion Model . . . . . . . . 669--694
WanSoo T. Rhee and
Michel Talagrand Matching Random Subsets of the Cube with
a Tight Control on One Coordinate . . . 695--713
Joseph T. Chang On Moments of the First Ladder Height of
Random Walks with Small Drift . . . . . 714--738
Soren Asmussen On Coupling and Weak Convergence to
Stationarity . . . . . . . . . . . . . . 739--751
S. R. Dalal and
C. L. Mallows Buying with Exact Confidence . . . . . . 752--765
Jaksa Cvitanic and
Ioannis Karatzas Convex Duality in Constrained Portfolio
Optimization . . . . . . . . . . . . . . 767--818
Richard Holley and
Edward C. Waymire Multifractal Dimensions and Scaling
Exponents for Strongly Bounded Random
Cascades . . . . . . . . . . . . . . . . 819--845
Michel Talagrand Matching Random Samples in Many
Dimensions . . . . . . . . . . . . . . . 846--856
Gregory J. Morrow Large Deviation Results for a Class of
Markov Chains with Application to an
Infinite Alleles Model of Population
Genetics . . . . . . . . . . . . . . . . 857--905
Dirk P. Kroese and
Volker Schmidt A Continuous Polling System with General
Service Times . . . . . . . . . . . . . 906--927
P. A. Ferrari and
K. Ravishankar Shocks in Asymmetric Exclusion Automata 928--941
Mark A. Pinsky Extremal Character of the Lyapunov
Exponent of the Stochastic Harmonic
Oscillator . . . . . . . . . . . . . . . 942--950
Odd O. Aalen Modelling Heterogeneity in Survival
Analysis by the Compound Poisson
Distribution . . . . . . . . . . . . . . 951--972
Kalvis M. Jansons and
L. C. G. Rogers Decomposing the Branching Brownian Path 973--986
D. J. Daley and
T. Rolski Finiteness of Waiting-Time Moments in
General Stationary Single-Server Queues 987--1008
Bela Bollobas and
Graham Brightwell The Height of a Random Partial Order:
Concentration of Measure . . . . . . . . 1009--1018
Yoav Benjamini and
Abba M. Krieger Market Share Paradox and Heterogeneous
Chains . . . . . . . . . . . . . . . . . 1019--1023
Richard Weber On the Gittins Index for Multiarmed
Bandits . . . . . . . . . . . . . . . . 1024--1033
Valerie Isham Stochastic Models for Epidemics with
Special Reference to AIDS . . . . . . . 1--27
Vien Nguyen Processing Networks with Parallel and
Sequential Tasks: Heavy Traffic Analysis
and Brownian Limits . . . . . . . . . . 28--55
J. van den Berg and
H. Kesten Inequalities for the Time Constant in
First-Passage Percolation . . . . . . . 56--80
Kenneth S. Alexander A Note on Some Rates of Convergence in
First-Passage Percolation . . . . . . . 81--90
A. D. Barbour and
P. E. Greenwood Rates of Poisson Approximation to Finite
Range Random Fields . . . . . . . . . . 91--102
Murilo P. Almeida and
Basilis Gidas A Variational Method for Estimating the
Parameters of MRF from Complete or
Incomplete Data . . . . . . . . . . . . 103--136
Pablo A. Ferrari and
Arnoldo Frigessi and
Roberto H. Schonmann Convergence of Some Partially Parallel
Gibbs Samplers with Annealing . . . . . 137--153
V. Anantharam Uniqueness of Stationary Ergodic Fixed
Point for a $ \cdot $ /M/K Node . . . . 154--172
Ingemar Kaj and
Paavo Salminen On a First Passage Problem for Branching
Brownian Motions . . . . . . . . . . . . 173--185
Lajos Takacs On the Distribution of the Integral of
the Absolute Value of the Brownian
Motion . . . . . . . . . . . . . . . . . 186--197
Gerold Alsmeyer On the Galton--Watson Predator-Prey
Process . . . . . . . . . . . . . . . . 198--211
Marek Capinski and
Nigel J. Cutland The Euler Equation: a Uniform
Nonstandard Construction of a Global
Flow, Invariant Measures and Statistical
Solutions . . . . . . . . . . . . . . . 212--227
Kwang Ho Kook and
Richard F. Serfozo Travel and Sojourn Times in Stochastic
Networks . . . . . . . . . . . . . . . . 228--252
Mathew D. Penrose On the Spread-Out Limit for Bond and
Continuum Percolation . . . . . . . . . 253--276
I. Iscoe and
D. McDonald and
K. Qian Capacity of ATM Switches . . . . . . . . 277--295
Harry Kesten On the Speed of Convergence in
First-Passage Percolation . . . . . . . 296--338
D. J. Gates and
M. Westcott Markov Models of Steady Crystal Growth 339--355
Bernard Ycart The Philosophers' Process: An Ergodic
Reversible Nearest Particle System . . . 356--363
Arthur C. Heinricher and
Richard H. Stockbridge Optimal Control and Replacement with
State-Dependent Failure Rate: Dynamic
Programming . . . . . . . . . . . . . . 364--379
Arthur C. Heinricher and
Richard H. Stockbridge Optimal Control and Replacement with
State-Dependent Failure Rate: An
Invariant Measure Approach . . . . . . . 380--402
Tomasz Luczak and
Joel E. Cohen Stratigraphy of a Random Acyclic
Directed Graph: The Size of Trophic
Levels in the Cascade Model . . . . . . 403--420
Elena V. Krichagina and
Sheldon X. C. Lou and
Suresh P. Sethi and
Michael I. Taksar Production Control in a Failure-Prone
Manufacturing System: Diffusion
Approximation and Asymptotic Optimality 421--453
Peter C. Matthews and
Andrew L. Rukhin Asymptotic Distribution of the Normal
Sample Range . . . . . . . . . . . . . . 454--466
B. Wahlberg and
E. J. Hannan Parametric Signal Modelling using
Laguerre Filters . . . . . . . . . . . . 467--496
Richard A. Davis and
Sidney I. Resnick Prediction of Stationary Max-Stable
Processes . . . . . . . . . . . . . . . 497--525
Martin Dyer and
Alan Frieze and
Boris Pittel The Average Performance of the Greedy
Matching Algorithm . . . . . . . . . . . 526--552
Robert J. Adler and
Gennady Samorodnitsky and
Tamar Gadrich The Expected Number of Level Crossings
for Stationary, Harmonisable, Symmetric,
Stable Processes . . . . . . . . . . . . 553--575
Michael Hogan Problems in Certain Two-Factor Term
Structure Models . . . . . . . . . . . . 576--581
Patrick Jaillet Cube Versus Torus Models and the
Euclidean Minimum Spanning Tree Constant 582--592
James Allen Fill and
Robin Pemantle Percolation, First-Passage Percolation
and Covering Times for Richardson's
Model on the $n$-Cube . . . . . . . . . 593--629
Larry Shepp and
A. N. Shiryaev The Russian Option: Reduced Regret . . . 631--640
J. Darrell Duffie and
J. Michael Harrison Arbitrage Pricing of Russian Options and
Perpetual Lookback Options . . . . . . . 641--651
Jaksa Cvitanic and
Ioannis Karatzas Hedging Contingent Claims with
Constrained Portfolios . . . . . . . . . 652--681
Offer Kella Parallel and Tandem Fluid Networks with
Dependent Levy Inputs . . . . . . . . . 682--695
Persi Diaconis and
Laurent Saloff-Coste Comparison Theorems for Reversible
Markov Chains . . . . . . . . . . . . . 696--730
Bennett Eisenberg and
Gilbert Stengle and
Gilbert Strang The Asymptotic Probability of a Tie for
First Place . . . . . . . . . . . . . . 731--745
Luiz Fontes and
Charles M. Newman First Passage Percolation for Random
Colorings of $ \mathbb {Z}^d $ . . . . . 746--762
Masakiyo Miyazawa and
Volker Schmidt On Ladder Height Distributions of
General Risk Processes . . . . . . . . . 763--776
Fabio Antonelli Backward-Forward Stochastic Differential
Equations . . . . . . . . . . . . . . . 777--793
WanSoo T. Rhee A Matching Problem and Subadditive
Euclidean Functionals . . . . . . . . . 794--801
E. G. Coffman and
E. N. Gilbert and
P. W. Shor A Selection-Replacement Process on the
Circle . . . . . . . . . . . . . . . . . 802--818
Jeffrey S. Rosenthal Rates of Convergence for Data
Augmentation on Finite Sample Spaces . . 819--839
Keigo Yamada and
Sung Jo Hong A Limit Theorem for Functionals of Jumps
of Birth and Death Processes under Heavy
Traffic Condition . . . . . . . . . . . 840--862
Peter Clifford and
Gang Wei The Equivalence of the Cox Process with
Squared Radial Ornstein--Uhlenbeck
Intensity and the Death Process in a
Simple Population Model . . . . . . . . 863--873
Michael L. Stein Asymptotic Properties of Centered
Systematic Sampling for Predicting
Integrals of Spatial Processes . . . . . 874--880
B. Blaszczyszyn and
T. Rolski Queues in Series in Light Traffic . . . 881--896
Chii-Ruey Hwang and
Shu-Yin Hwang-Ma and
Shuenn-Jyi Sheu Accelerating Gaussian Diffusions . . . . 897--913
Paolo Baldi and
Arnoldo Frigessi and
Mauro Piccioni Importance Sampling for Gibbs Random
Fields . . . . . . . . . . . . . . . . . 914--933
Robert Fisch and
Janko Gravner and
David Griffeath Metastability in the Greenberg--Hastings
Model . . . . . . . . . . . . . . . . . 935--967
J. G. Dai and
J. M. Harrison The QNET Method for Two-Moment Analysis
of Closed Manufacturing Systems . . . . 968--1012
K. D. Glazebrook Indices for Families of Competing Markov
Decision Processes with Influence . . . 1013--1032
Florin Avram and
Dimitris Bertsimas On Central Limit Theorems in Geometrical
Probability . . . . . . . . . . . . . . 1033--1046
Richard Durrett and
Rinaldo Schinazi Asymptotic Critical Value for a
Competition Model . . . . . . . . . . . 1047--1066
Andreas Greven and
Frank den Hollander A Variational Characterization of the
Speed of a One-Dimensional Self-
Repellent Random Walk . . . . . . . . . 1067--1099
M. Talagrand and
J. E. Yukich The Integrability of the Square
Exponential Transportation Cost . . . . 1100--1111
Mathisca C. M. de Gunst and
Willem R. van Zwet A Non-Markovian Model for Cell
Population Growth: Tail Behavior and
Duration of the Growth Process . . . . . 1112--1144
A. Joffe A New Martingale in Branching Random
Walk . . . . . . . . . . . . . . . . . . 1145--1150
J. Theodore Cox and
Alberto Gandolfi and
Philip S. Griffin and
Harry Kesten Greedy Lattice Animals I: Upper Bounds 1151--1169
Sungchul Lee An Inequality for Greedy Lattice Animals 1170--1188
David Mannion Products of $ 2 \times 2 $ Random
Matrices . . . . . . . . . . . . . . . . 1189--1218
Philippe Chassaing Optimality of Move-to-Front for
Self-Organizing Data Structures with
Locality of References . . . . . . . . . 1219--1240
Magdy H. Metry and
Allan R. Sampson Orderings for Positive Dependence on
Multivariate Empirical Distributions . . 1241--1251
Vien Nguyen The Trouble with Diversity: Fork-Join
Networks with Heterogeneous Customer
Population . . . . . . . . . . . . . . . 1--25
J. G. Dai and
Vien Nguyen On the Convergence of Multiclass
Queueing Networks in Heavy Traffic . . . 26--42
Dimitris Bertsimas and
Ioannis Ch. Paschalidis and
John N. Tsitsiklis Optimization of Multiclass Queueing
Networks: Polyhedral and Nonlinear
Characterizations of Achievable
Performance . . . . . . . . . . . . . . 43--75
Alberto Gandolfi and
Harry Kesten Greedy Lattice Animals II: Linear Growth 76--107
Noga Alon and
Bela Bollobas and
Graham Brightwell and
Svante Janson Linear Extensions of a Random Partial
Order . . . . . . . . . . . . . . . . . 108--123
S. P. Meyn and
D. Down Stability of Generalized Jackson
Networks . . . . . . . . . . . . . . . . 124--148
Sean P. Meyn and
R. L. Tweedie State-Dependent Criteria for Convergence
of Markov Chains . . . . . . . . . . . . 149--168
D. R. Grey Regular Variation in the Tail Behaviour
of Solutions of Random Difference
Equations . . . . . . . . . . . . . . . 169--183
Harry Cohn and
Peter Jagers General Branching Processes in Varying
Environment . . . . . . . . . . . . . . 184--193
John N. Tsitsiklis A Short Proof of the Gittins Index
Theorem . . . . . . . . . . . . . . . . 194--199
Richard Arratia and
Michael S. Waterman A Phase Transition for the Score in
Matching Random Sequences Allowing
Deletions . . . . . . . . . . . . . . . 200--225
M. H. A. Davis and
M. Zervos A Problem of Singular Stochastic Control
with Discretionary Stopping . . . . . . 226--240
Peter Hall and
Rahul Roy On the Relationship Between Fractal
Dimension and Fractal Index for
Stationary Stochastic Processes . . . . 241--253
L. R. G. Fontes and
Charles M. Newman Correction: ``First Passage Percolation
for Random Colorings of $ \mathbb {Z}^d
$'' . . . . . . . . . . . . . . . . . . 254--254
Nicole El Karoui and
Ioannis Karatzas Dynamic Allocation Problems in
Continuous Time . . . . . . . . . . . . 255--286
Paul Dupuis and
John Oliensis An Optimal Control Formulation and
Related Numerical Methods for a Problem
in Shape Reconstruction . . . . . . . . 287--346
Salvatore Ingrassia On the Rate of Convergence of the
Metropolis Algorithm and Gibbs Sampler
by Geometric Bounds . . . . . . . . . . 347--389
L. C. G. Rogers Fluid Models in Queueing Theory and
Wiener--Hopf Factorization of Markov
Chains . . . . . . . . . . . . . . . . . 390--413
Maury Bramson Instability of FIFO Queueing Networks 414--431
Amir Dembo and
Samuel Karlin and
Ofer Zeitouni Large Exceedances for Multidimensional
Levy Processes . . . . . . . . . . . . . 432--447
Elizabeth Schwerer and
Jan A. Van Mieghem Brownian Models of Closed Queueing
Networks: Explicit Solutions for
Balanced Three-Station Systems . . . . . 448--477
Tailen Hsing On the Asymptotic Distribution of the
Area Outside a Random Convex Hull in a
Disk . . . . . . . . . . . . . . . . . . 478--493
William Finnoff Law of Large Numbers for a Heterogeneous
System of Stochastic Differential
Equations with Strong Local Interaction
and Economic Applications . . . . . . . 494--528
Roland Perfekt Extremal Behaviour of Stationary Markov
Chains with Applications . . . . . . . . 529--548
Jean-Pierre Fouque and
Ely Merzbach A Limit Theorem for Linear Boundary
Value Problems in Random Media . . . . . 549--569
Robert W. Keener Quadrature Routines for Ladder Variables 570--590
Victor Pestien and
S. Ramakrishnan Asymptotic Behavior of Large
Discrete-Time Cyclic Queueing Networks 591--606
V. Anantharam Correction: ``Uniqueness of Stationary
Ergodic Fixed Point For $ A \cdot / M /
K $ Node'' . . . . . . . . . . . . . . . 607--607
S. E. Shreve and
H. M. Soner Optimal Investment and Consumption with
Transaction Costs . . . . . . . . . . . 609--692
Maury Bramson Instability of FIFO Queueing Networks
with Quick Service Times . . . . . . . . 693--718
Gagan L. Choudhury and
David M. Lucantoni and
Ward Whitt Multidimensional Transform Inversion
with Applications to the Transient M/G/1
Queue . . . . . . . . . . . . . . . . . 719--740
WanSoo T. Rhee Probabilistic Analysis of a Capacitated
Vehicle Routing Problem II . . . . . . . 741--764
Karl Sigman and
David D. Yao Finite Moments for Inventory Processes 765--778
K. B. Athreya Large Deviation Rates for Branching
Processes --- I. Single Type Case . . . 779--790
Sidney I. Resnick and
Rishin Roy Superextremal Processes, Max-Stability
and Dynamic Continuous Choice . . . . . 791--811
Alan Frieze and
Ravi Kannan and
Nick Polson Sampling from Log-Concave Distributions 812--837
Yiming Hu and
W. A. Woyczynski An Extremal Rearrangement Property of
Statistical Solutions of Burgers'
Equation . . . . . . . . . . . . . . . . 838--858
Ludwig Arnold and
Volker Matthias Gundlach and
Lloyd Demetrius Evolutionary Formalism for Products of
Positive Random Matrices . . . . . . . . 859--901
Kenneth S. Alexander Rates of Convergence of Means for
Distance-Minimizing Subadditive
Euclidean Functionals . . . . . . . . . 902--922
Hosam M. Mahmoud A Strong Law for the Height of Random
Binary Pyramids . . . . . . . . . . . . 923--932
Ronald Meester and
Rahul Roy Uniqueness of Unbounded Occupied and
Vacant Components in Boolean Models . . 933--951
Maury Bramson Correction: ``Instability of FIFO
Queueing Networks'' . . . . . . . . . . 952--952
Kristian R. Miltersen An Arbitrage Theory of the Term
Structure of Interest Rates . . . . . . 953--967
Simeon M. Berman Perturbation of Normal Random Vectors by
Nonnormal Translations, and an
Application to HIV Latency Time
Distributions . . . . . . . . . . . . . 968--980
Sean P. Meyn and
R. L. Tweedie Computable Bounds for Geometric
Convergence Rates of Markov Chains . . . 981--1011
Jean-Dominique Deuschel and
Christian Mazza $ L^2 $ Convergence of Time
Nonhomogeneous Markov Processes: I.
Spectral Estimates . . . . . . . . . . . 1012--1056
C. Redmond and
J. E. Yukich Limit Theorems and Rates of Convergence
for Euclidean Functionals . . . . . . . 1057--1073
Kenneth S. Alexander The Rate of Convergence of the Mean
Length of the Longest Common Subsequence 1074--1082
J. F. Clouet and
J. P. Fouque Spreading of a Pulse Travelling in
Random Media . . . . . . . . . . . . . . 1083--1097
E. G. Coffman and
C. L. Mallows and
Bjorn Poonen Parking Arcs on the Circle with
Applications to One-Dimensional
Communication Networks . . . . . . . . . 1098--1111
Christine Fricker and
Philippe Robert and
Ellen Saada and
Danielle Tibi Analysis of some Networks with
Interaction . . . . . . . . . . . . . . 1112--1128
P. A. Ferrari and
L. R. G. Fontes The Net Output Process of a System with
Infinitely many Queues . . . . . . . . . 1129--1144
William A. Massey and
Ward Whitt An Analysis of the Modified Offered-Load
Approximation for the Nonstationary
Erlang Loss Model . . . . . . . . . . . 1145--1160
Vadim Malyshev and
Philippe Robert Phase Transition in a Load Sharing Loss
Model . . . . . . . . . . . . . . . . . 1161--1176
Ma\lgorzata Roos Stein's Method for Compound Poisson
Approximation: The Local Approach . . . 1177--1187
Fima C. Klebaner and
Ofer Zeitouni The Exit Problem for a Class of
Density-Dependent Branching Systems . . 1188--1205
M. P. Quine and
W. Szczotka Generalisations of the
Bienayme-Galton--Watson Branching
Process via its Representation as an
Embedded Random Walk . . . . . . . . . . 1206--1222
Joseph T. Chang Inequalities for the Overshoot . . . . . 1223--1233
Regis J. Serinko A Consistent Approach to Least Squares
Estimation of Correlation Dimension in
Weak Bernoulli Dynamical Systems . . . . 1234--1254
Alan Frieze and
Ravi Kannan and
Nick Polson Correction: ``Sampling from Log-Concave
Distributions'' . . . . . . . . . . . . 1255--1255
Robert P. Dobrow and
James Allen Fill On the Markov Chain for the Move-to-Root
Rule for Binary Search Trees . . . . . . 1--19
Robert P. Dobrow and
James Allen Fill Rates of Convergence for the
Move-to-Root Markov Chain for Binary
Search Trees . . . . . . . . . . . . . . 20--36
I. H. Dinwoodie A Probability Inequality for the
Occupation Measure of a Reversible
Markov Chain . . . . . . . . . . . . . . 37--43
WanSoo T. Rhee On Rates of Convergence for Common
Subsequences and First Passage Time . . 44--48
J. G. Dai On Positive Harris Recurrence of
Multiclass Queueing Networks: a Unified
Approach Via Fluid Limit Models . . . . 49--77
W. Henderson and
C. E. M. Pearce and
P. G. Taylor and
N. M. van Dijk Insensitivity in Discrete-Time
Generalized Semi-Markov Processes
Allowing Multiple Events and
Probabilistic Service Scheduling . . . . 78--96
Y. Kogan and
R. Liptser and
M. Shenfild State-Dependent Benes Buffer Model with
Fast Loading and Output Rates . . . . . 97--120
T. Mountford and
B. Prabhakar On the Weak Convergence of Departures
from an Infinite Series of $ \cdot / M /
1 $ Queues . . . . . . . . . . . . . . . 121--127
Colin McDiarmid Minimal Positions in a Branching Random
Walk . . . . . . . . . . . . . . . . . . 128--139
A. Bose and
I. Kaj Diffusion Approximation for an
Age-Structured Population . . . . . . . 140--157
Michael L. Stein Predicting Integrals of Stochastic
Processes . . . . . . . . . . . . . . . 158--170
Loren D. Pitt and
Raina Robeva and
Dao Yi Wang An Error Analysis for the Numerical
Calculation of Certain Random Integrals:
Part 1 . . . . . . . . . . . . . . . . . 171--197
Shigeo Kusuoka Limit Theorem on Option Replication Cost
with Transaction Costs . . . . . . . . . 198--221
Tobias Povel On Weak Convergence of Conditional
Survival Measure of One-Dimensional
Brownian Motion with a Drift . . . . . . 222--238
Murray Rosenblatt Prediction and Non-Gaussian
Autoregressive Stationary Sequences . . 239--247
Joseph M. Francos and
A. Zvi Meiri and
Boaz Porat A Wold-Like Decomposition of
Two-Dimensional Discrete Homogeneous
Random Fields . . . . . . . . . . . . . 248--260
Wojciech Niemiro and
Piotr Pokarowski Tail Events of some Nonhomogeneous
Markov Chains . . . . . . . . . . . . . 261--293
Thomas M. Sellke How Many IID Samples Does it Take to See
all the Balls in a Box? . . . . . . . . 294--309
Alexander V. Gnedin and
Ulrich Krengel A Stochastic Game of Optimal Stopping
and Order Selection . . . . . . . . . . 310--321
J. Van Den Berg and
A. Gandolfi A Triangle Inequality for Covariances of
Binary FKG Random Variables . . . . . . 322--326
K. S. Alexander Correction: ``The Rate of Convergence of
the Mean Length of the Longest Common
Subsequence'' . . . . . . . . . . . . . 327--327
H. M. Soner and
S. E. Shreve and
J. Cvitanic There is no Nontrivial Hedging Portfolio
for Option Pricing with Transaction
Costs . . . . . . . . . . . . . . . . . 327--355
Darrell Duffie and
Jin Ma and
Jiongmin Yong Black's Consol Rate Conjecture . . . . . 356--382
Jiro Akahori Some Formulae for a New Type of
Path-Dependent Option . . . . . . . . . 383--388
Angelos Dassios The Distribution of the Quantile of a
Brownian Motion with Drift and the
Pricing of Related Path-Dependent
Options . . . . . . . . . . . . . . . . 389--398
M. A. H. Dempster and
J. J. Ye Impulse Control of Piecewise
Deterministic Markov Processes . . . . . 399--423
Paul Glasserman and
Shing-Gang Kou Limits of First Passage Times to Rare
Sets in Regenerative Processes . . . . . 424--445
G. O. Roberts and
C. F. Shortland The Hazard Rate Tangent Approximation
for Boundary Hitting Times . . . . . . . 446--460
T. Funaki and
D. Surgailis and
W. A. Woyczynski Gibbs--Cox Random Fields and Burgers
Turbulence . . . . . . . . . . . . . . . 461--492
G. Kallianpur and
J. Xiong Diffusion Approximation of Nuclear
Space-Valued Stochastic Differential
Equations Driven by Poisson Random
Measures . . . . . . . . . . . . . . . . 493--517
Klaus Ritter and
Grzegorz W. Wasilkowski and
Henryk Wozniakowski Multivariate Integration and
Approximation for Random Fields
Satisfying Sacks--Ylvisaker Conditions 518--540
Haya Kaspi and
Avi Mandelbaum Levy Bandits: Multi-Armed Bandits Driven
by Levy Processes . . . . . . . . . . . 541--565
K. B. Athreya and
A. N. Vidyashankar Large Deviation Rates for Branching
Processes. II. The Multitype Case . . . 566--576
Hans Kunsch and
Stuart Geman and
Athanasios Kehagias Hidden Markov Random Fields . . . . . . 577--602
Shigeru Mase Consistency of the Maximum
Pseudo-Likelihood Estimator of
Continuous State Space Gibbsian
Processes . . . . . . . . . . . . . . . 603--612
Thomas M. Liggett Survival of Discrete Time Growth Models,
with Applications to Oriented
Percolation . . . . . . . . . . . . . . 613--636
Hong Chen Fluid Approximations and Stability of
Multiclass Queueing Networks:
Work-Conserving Disciplines . . . . . . 637--665
Carl Graham and
Sylvie Meleard Dynamic Asymptotic Results for a
Generalized Star-Shaped Loss Network . . 666--680
E. G. Coffman and
A. A. Puhalskii and
M. I. Reiman Polling Systems with Zero Switchover
Times: A Heavy-Traffic Averaging
Principle . . . . . . . . . . . . . . . 681--719
Valerie Isham Stochastic Models of Host--Macroparasite
Interaction . . . . . . . . . . . . . . 720--740
Lajos Takacs On the Local Time of the Brownian Motion 741--756
P. Embrechts and
L. C. G. Rogers and
M. Yor A Proof of Dassios' Representation of
the $ \alpha $-Quantile of Brownian
Motion with Drift . . . . . . . . . . . 757--767
Alan Frieze and
Boris G. Pittel Probabilistic Analysis of an Algorithm
in the Theory of Markets in Indivisible
Goods . . . . . . . . . . . . . . . . . 768--808
Jan A. van Mieghem Dynamic Scheduling with Convex Delay
Costs: The Generalized $ c|m u $ Rule 809--833
Graham Brightwell and
Teunis J. Ott and
Peter Winkler Target Shooting with Programmed Random
Variables . . . . . . . . . . . . . . . 834--853
Sandor Csorgo and
Gordon Simons Precision Calculation of Distributions
for Trimmed Sums . . . . . . . . . . . . 854--873
Soren Asmussen and
Peter Glynn and
Jim Pitman Discretization Error in Simulation of
One-Dimensional Reflecting Brownian
Motion . . . . . . . . . . . . . . . . . 875--896
Darrell Duffie and
Peter Glynn Efficient Monte Carlo Simulation of
Security Prices . . . . . . . . . . . . 897--905
Shlomo Levental and
Antolii V. Skorohod A Necessary and Sufficient Condition for
Absence of Arbitrage with Tame
Portfolios . . . . . . . . . . . . . . . 906--925
Freddy Delbaen and
Walter Schachermayer The Existence of Absolutely Continuous
Local Martingale Measures . . . . . . . 926--945
Sean P. Meyn Transience of Multiclass Queueing
Networks Via Fluid Limit Models . . . . 946--957
Keigo Yamada Diffusion Approximation for Open
State-Dependent Queueing Networks in the
Heavy Traffic Situation . . . . . . . . 958--982
Joseph Abate and
Gagan L. Choudhury and
David M. Lucantoni and
Ward Whitt Asymptotic Analysis of Tail
Probabilities Based on the Computation
of Moments . . . . . . . . . . . . . . . 983--1007
J. D. Biggins The Growth and Spread of the General
Branching Random Walk . . . . . . . . . 1008--1024
Hyun-Chung Kang and
Stephen M. Krone and
Claudia Neuhauser Stepping-Stone Models with Extinction
and Recolonization . . . . . . . . . . . 1025--1060
Gesine Reinert The Asymptotic Evolution of the General
Stochastic Epidemic . . . . . . . . . . 1061--1086
Bennett L. Fox and
George W. Heine Probabilistic Search with Overrides . . 1087--1094
David J. Barsky and
Alberto Gandolfi A Generalized Maximum Pseudo-Likelihood
Estimator for Noisy Markov Fields . . . 1095--1125
Peter Kotelenez A Stochastic Navier--Stokes Equation for
the Vorticity of a Two-Dimensional Fluid 1126--1160
Michael Eichler Empirical Spectral Processes and Their
Applications to Stationary Point
Processes . . . . . . . . . . . . . . . 1161--1176
Jean-Claude Fort and
Gilles Pages On the A.S. Convergence of the Kohonen
Algorithm with a General Neighborhood
Function . . . . . . . . . . . . . . . . 1177--1216
Nicholas C. Wormald Differential Equations for Random
Processes and Random Graphs . . . . . . 1217--1235
Yu Zhang A Limit Theorem for Matching Random
Sequences Allowing Deletions . . . . . . 1236--1240
J. M. Harrison and
R. J. Williams A multiclass closed queueing network
with unconventional heavy traffic
behavior . . . . . . . . . . . . . . . . 1--47
Bruce Hajek Balanced loads in infinite networks . . 48--75
António Pacheco and
N. U. Prabhu A Markovian storage model . . . . . . . 76--91
Vadim A. Malyshev and
Andrei V. Yakovlev Condensation in large closed Jackson
networks . . . . . . . . . . . . . . . . 92--115
Serguei Foss and
Günter Last Stability of polling systems with
exhaustive service policies and
state-dependent routing . . . . . . . . 116--137
François Baccelli and
Volker Schmidt Taylor series expansions for
Poisson-driven $ (\max, +)$-linear
systems . . . . . . . . . . . . . . . . 138--185
Offer Kella Stability and nonproduct form of
stochastic fluid networks with Lévy
inputs . . . . . . . . . . . . . . . . . 186--199
Krzysztof Burdzy and
Andrzej M\kadrecki Itô formula for an asymptotically
$4$-stable process . . . . . . . . . . . 200--217
Robert B. Lund and
Sean P. Meyn and
Richard L. Tweedie Computable exponential convergence rates
for stochastically ordered Markov
processes . . . . . . . . . . . . . . . 218--237
Peter Olofsson Branching processes with local
dependencies . . . . . . . . . . . . . . 238--268
O. Benois Large deviations for the occupation
times of independent particle systems 269--296
Hsien-Kuei Hwang Large deviations for combinatorial
distributions. I. Central limit theorems 297--319
I. Karatzas and
S. G. Kou On the pricing of contingent claims
under constraints . . . . . . . . . . . 321--369
Jak\vsa Cvitani\'c and
Jin Ma Hedging options for a large investor and
forward-backward SDE's . . . . . . . . . 370--398
John S. Sadowsky On Monte Carlo estimation of large
deviations probabilities . . . . . . . . 399--422
Chuanshu Ji and
Lynne Seymour A consistent model selection procedure
for Markov random fields based on
penalized pseudolikelihood . . . . . . . 423--443
George S. Fishman Coordinate selection rules for Gibbs
sampling . . . . . . . . . . . . . . . . 444--465
Kenneth S. Alexander The RSW theorem for continuum
percolation and the CLT for Euclidean
minimal spanning trees . . . . . . . . . 466--494
Harry Kesten and
Sungchul Lee The central limit theorem for weighted
minimal spanning trees on random points 495--527
Mathew D. Penrose Continuum percolation and Euclidean
minimal spanning trees in high
dimensions . . . . . . . . . . . . . . . 528--544
Timothy C. Brown and
Darryl Greig Poisson approximation for point
processes via monotone couplings . . . . 545--560
Yi-Ching Yao and
Gordon Simons A large-dimensional independent and
identically distributed property for
nearest neighbor counts in Poisson
processes . . . . . . . . . . . . . . . 561--571
WanSoo T. Rhee and
Michel Talagrand Packing random intervals . . . . . . . . 572--576
P. A. Ferrari and
H. Kesten and
S. Martínez $R$-positivity, quasi-stationary
distributions and ratio limit theorems
for a class of probabilistic automata 577--616
Dmitrii S. Silvestrov Recurrence relations for generalized
hitting times for semi-Markov processes 617--649
Q. Zhang and
G. Yin A central limit theorem for singularly
perturbed nonstationary finite state
Markov chains . . . . . . . . . . . . . 650--670
Tailen Hsing and
Jürg Hüsler and
Rolf-Dieter Reiss The extremes of a triangular array of
normal random variables . . . . . . . . 671--686
Peter Kirschenhofer and
Helmut Prodinger The number of winners in a discrete
geometrically distributed sample . . . . 687--694
P. Diaconis and
L. Saloff-Coste Logarithmic Sobolev inequalities for
finite Markov chains . . . . . . . . . . 695--750
J. G. Dai A fluid limit model criterion for
instability of multiclass queueing
networks . . . . . . . . . . . . . . . . 751--757
Hong Chen A sufficient condition for the positive
recurrence of a semimartingale
reflecting Brownian motion in an orthant 758--765
Mogens Bladt The variance constant for the actual
waiting time of the $ P H / P H / 1 $
queue . . . . . . . . . . . . . . . . . 766--777
Raphaël Cerf A new genetic algorithm . . . . . . . . 778--817
Mireille Bossy and
Denis Talay Convergence rate for the approximation
of the limit law of weakly interacting
particles: application to the Burgers
equation . . . . . . . . . . . . . . . . 818--861
Alexander V. Gnedin and
Ulrich Krengel Optimal selection problems based on
exchangeable trials . . . . . . . . . . 862--882
Damian Clancy Strong approximations for mobile
population epidemic models . . . . . . . 883--895
Harry Cohn On the asymptotic patterns of
supercritical branching processes in
varying environments . . . . . . . . . . 896--902
L. Holst and
M. P. Quine and
J. Robinson A general stochastic model for
nucleation and linear growth . . . . . . 903--921
Gerold Alsmeyer and
Uwe Rösler The bisexual Galton--Watson process with
promiscuous mating: extinction
probabilities in the supercritical case 922--939
Jim Douglas and
Jin Ma and
Philip Protter Numerical methods for forward-backward
stochastic differential equations . . . 940--968
Claudia Klöppelberg and
Thomas Mikosch Gaussian limit fields for the integrated
periodogram . . . . . . . . . . . . . . 969--991
Simeon M. Berman Rank inversions in scoring multipart
examinations . . . . . . . . . . . . . . 992--1005
J. E. Yukich Ergodic theorems for some classical
problems in combinatorial optimization 1006--1023
Michael N. Katehakis and
Uriel G. Rothblum Finite state multi-armed bandit
problems: sensitive-discount,
average-reward and average-overtaking
optimality . . . . . . . . . . . . . . . 1024--1034
Lajos Takács On a generalization of the arc-sine law 1035--1040
Angelos Dassios Sample quantiles of stochastic processes
with stationary and independent
increments . . . . . . . . . . . . . . . 1041--1043
A. D. Barbour and
J. A. P. Heesterbeek and
C. J. Luchsinger Thresholds and initial growth rates in a
model of parasitic infection . . . . . . 1045--1074
Darrell Duffie and
Mark Schroder and
Costis Skiadas Recursive valuation of defaultable
securities and the timing of resolution
of uncertainty . . . . . . . . . . . . . 1075--1090
Mihael Perman and
Jon A. Wellner On the distribution of Brownian areas 1091--1111
Laurent Miclo Sur les probl\`emes de sortie discrets
inhomog\`enes . . . . . . . . . . . . . 1112--1156
Paul D. Feigin and
Marie F. Kratz and
Sidney I. Resnick Parameter estimation for moving averages
with positive innovations . . . . . . . 1157--1190
Richard A. Davis and
Sidney I. Resnick Limit theory for bilinear processes with
heavy-tailed noise . . . . . . . . . . . 1191--1210
Andrzej Kwieci\'nski and
Ryszard Szekli Some monotonicity and dependence
properties of self-exciting point
processes . . . . . . . . . . . . . . . 1211--1231
Robert M. Burton and
William G. Faris A self-organizing cluster process . . . 1232--1247
S. N. Ethier A gambling system and a Markov chain . . 1248--1259
James Allen Fill and
Hosam M. Mahmoud and
Wojciech Szpankowski On the distribution for the duration of
a randomized leader election algorithm 1260--1283
Janice Lent and
Hosam M. Mahmoud On tree-growing search strategies . . . 1284--1302
Rinaldo B. Schinazi Predator-prey and host-parasite spatial
stochastic models . . . . . . . . . . . 1--9
Rick Durrett and
Claudia Neuhauser Coexistence results for some competition
models . . . . . . . . . . . . . . . . . 10--45
Frank Ball and
Denis Mollison and
Gianpaolo Scalia-Tomba Epidemics with two levels of mixing . . 46--89
Philip O'Neill An epidemic model with removal-dependent
infection rate . . . . . . . . . . . . . 90--109
A. Gelman and
W. R. Gilks and
G. O. Roberts Weak convergence and optimal scaling of
random walk Metropolis algorithms . . . 110--120
H. Schmidli An extension to the renewal theorem and
an application to risk theory . . . . . 121--133
N. G. Bean and
L. Bright and
G. Latouche and
C. E. M. Pearce and
P. K. Pollett and
P. G. Taylor The quasi-stationary behavior of
quasi-birth-and-death processes . . . . 134--155
Jean Bertoin Exponential decay and ergodicity of
completely asymmetric Lévy processes in a
finite interval . . . . . . . . . . . . 156--169
Mark D. Rothmann and
Ralph P. Russo A law of large numbers on randomly
deleted sets . . . . . . . . . . . . . . 170--182
A. Ruci\'nski and
N. C. Wormald Random graph processes with maximum
degree $2$ . . . . . . . . . . . . . . . 183--199
S. A. Molchanov and
D. Surgailis and
W. A. Woyczynski The large-scale structure of the
universe and quasi-Voronoi tessellation
of shock fronts in forced Burgers
turbulence in $ \mathbb {R}^d $ . . . . 200--228
Tomasz Komorowski and
George Papanicolaou Motion in a Gaussian incompressible flow 229--264
René A. Carmona and
Lin Xu Homogenization for time-dependent
two-dimensional incompressible Gaussian
flows . . . . . . . . . . . . . . . . . 265--279
Peter Jagers Coupling and population dependence in
branching processes . . . . . . . . . . 281--298
Kenneth Lange and
Terence P. Speed and
Hongyu Zhao The Poisson-skip model of crossing-over 299--313
W. Böhm and
S. G. Mohanty On the Karlin--McGregor theorem and
applications . . . . . . . . . . . . . . 314--325
Eric V. Denardo and
Eugene A. Feinberg and
Offer Kella Stochastic monotonicity for stationary
recurrence times of first passage
heights . . . . . . . . . . . . . . . . 326--339
Mathew D. Penrose The longest edge of the random minimal
spanning tree . . . . . . . . . . . . . 340--361
Anatolii A. Puhalskii and
Ward Whitt Functional large deviation principles
for first-passage-time processes . . . . 362--381
L. Flatto The waiting time distribution for the
random order service $ M / M / 1 $ queue 382--409
Shlomo Levental and
Anatolii V. Skorohod On the possibility of hedging options in
the presence of transaction costs . . . 410--443
Erich Berger An almost sure invariance principle for
stochastic approximation procedures in
linear filtering theory . . . . . . . . 444--459
Robert Adler and
Gennady Samorodnitsky Level crossings of absolutely continuous
stationary symmetric $ \alpha $-stable
processes . . . . . . . . . . . . . . . 460--493
A. C. Pedroso de Lima and
Pranab K. Sen A matrix-valued counting process with
first-order interactive intensities . . 494--507
Xu-Feng Niu Extreme value theory for a class of
nonstationary time series with
applications . . . . . . . . . . . . . . 508--522
Philippe Chassaing Determining the majority: the biased
case . . . . . . . . . . . . . . . . . . 523--544
Francis Comets Detecting phase transition for Gibbs
measures . . . . . . . . . . . . . . . . 545--563
Maury Bramson and
Claudia Neuhauser Coexistence for a catalytic surface
reaction model . . . . . . . . . . . . . 565--614
Janko Gravner and
David Griffeath Multitype threshold growth: convergence
to Poisson--Voronoi tessellations . . . 615--647
Peter Hall and
Marc Raimondo Approximating a line thrown at random
onto a grid . . . . . . . . . . . . . . 648--665
A. G. Pakes and
V. T. Stefanov Explicit distributional results in
pattern formation . . . . . . . . . . . 666--678
Catherine Bouton and
Gilles Pag\`es About the multidimensional competitive
learning vector quantization algorithm
with constant gain . . . . . . . . . . . 679--710
James M. Calvin Average performance of a class of
adaptive algorithms for global
optimization . . . . . . . . . . . . . . 711--730
Paul Glasserman and
Yashan Wang Counterexamples in importance sampling
for large deviations probabilities . . . 731--746
J. Michael Harrison and
Jan A. Van Mieghem Dynamic control of Brownian networks:
state space collapse and equivalent
workload formulations . . . . . . . . . 747--771
Owen Dafydd Jones On the convergence of multitype
branching processes with varying
environments . . . . . . . . . . . . . . 772--801
S. N. Chiu and
M. P. Quine Central limit theory for the number of
seeds in a growth model in $ \mathbb
{R}^d $ with inhomogeneous Poisson
arrivals . . . . . . . . . . . . . . . . 802--814
Yi-Ching Yao On independence of $k$-record processes:
Ignatov's theorem revisited . . . . . . 815--821
David Assaf Estimating the state of a noisy
continuous time Markov chain when
dynamic sampling is feasible . . . . . . 822--836
Wolfgang Stadje Asymptotic behavior of some interactive
population flow models . . . . . . . . . 837--854
Timo Seppäläinen A scaling limit for queues in series . . 855--872
N. G. Bean and
R. J. Gibbens and
S. Zachary Dynamic and equilibrium behavior of
controlled loss networks . . . . . . . . 873--885
Timo Seppäläinen Increasing sequences of independent
points on the planar lattice . . . . . . 886--898
Aihua Xia On using the first difference in the
Stein--Chen method . . . . . . . . . . . 899--916
M. L. Kleptsina and
R. Sh. Liptser and
A. P. Serebrovski Nonlinear filtering problem with
contamination . . . . . . . . . . . . . 917--934
Larry Goldstein and
Gesine Reinert Stein's method and the zero bias
transformation with application to
simple random sampling . . . . . . . . . 935--952
Clive W. Anderson and
Stuart G. Coles and
Jürg Hüsler Maxima of Poisson-like variables and
related triangular arrays . . . . . . . 953--971
Mina Ossiander and
Ed Waymire and
Qing Zhang Some width function asymptotics for
weighted trees . . . . . . . . . . . . . 972--995
Sungchul Lee The central limit theorem for Euclidean
minimal spanning trees I . . . . . . . . 996--1020
David Heath and
Sidney Resnick and
Gennady Samorodnitsky Patterns of buffer overflow in a class
of queues with long memory in the input
stream . . . . . . . . . . . . . . . . . 1021--1057
P. J. Hunt and
C. N. Laws Optimization via trunk reservation in
single resource loss systems under heavy
traffic . . . . . . . . . . . . . . . . 1058--1079
Yosef Rinott and
Vladimir Rotar On coupling constructions and rates in
the CLT for dependent summands with
applications to the antivoter model and
weighted $U$-statistics . . . . . . . . 1080--1105
Thomas Mathew and
Kenneth Nordström Inequalities for the probability content
of a rotated ellipse and related
stochastic domination results . . . . . 1106--1117
David Márquez Convergence rates for annealing
diffusion processes . . . . . . . . . . 1118--1139
Luke Tierney A note on Metropolis--Hastings kernels
for general state spaces . . . . . . . . 1--9
Mariane Pelletier Weak convergence rates for stochastic
approximation with application to
multiple targets and simulated annealing 10--44
Murat Alanyali and
Bruce Hajek On large deviations of Markov processes
with discontinuous statistics . . . . . 45--66
Murat Alanyali and
Bruce Hajek On large deviations in load sharing
networks . . . . . . . . . . . . . . . . 67--97
A. J. Ganesh and
Neil O'Connell The linear geodesic property is not
generally preserved by a FIFO queue . . 98--111
Russell Lyons and
Kevin Zumbrun Normality of tree-growing search
strategies . . . . . . . . . . . . . . . 112--130
James Allen Fill An interruptible algorithm for perfect
sampling via Markov chains . . . . . . . 131--162
Hsien-Kuei Hwang Large deviations of combinatorial
distributions. II. Local limit theorems 163--181
F. Papangelou Elliptic and other functions in the
large deviations behavior of the
Wright--Fisher process . . . . . . . . . 182--192
David G. Hobson Volatility misspecification, option
pricing and superreplication via
coupling . . . . . . . . . . . . . . . . 193--205
Damien Lamberton Error estimates for the binomial
approximation of American put options 206--233
Roberto H. Schonmann and
Nelson I. Tanaka Lack of monotonicity in ferromagnetic
Ising model phase diagrams . . . . . . . 234--245
Martin P. W. Zerner Directional decay of the Green's
function for a random nonnegative
potential on $ \mathbb {Z}^d $ . . . . . 246--280
Ali A. Sadeghi Asymptotic behavior of self-organizing
maps with nonuniform stimuli
distribution . . . . . . . . . . . . . . 281--299
Fima C. Klebaner and
Justin Lazar and
Ofer Zeitouni On the quasi-stationary distribution for
some randomly perturbed transformations
of an interval . . . . . . . . . . . . . 300--315
Geoffrey R. Grimmett and
Rinaldo B. Schinazi and
J. van den Berg Dependent random graphs and spatial
epidemics . . . . . . . . . . . . . . . 317--336
M. Beguin and
L. Gray and
B. Ycart The load transfer model . . . . . . . . 337--353
Sòren Asmussen Subexponential asymptotics for
stochastic processes: extremal behavior,
stationary distributions and first
passage probabilities . . . . . . . . . 354--374
Olivier Catoni and
Cécile Cot Piecewise constant triangular cooling
schedules for generalized simulated
annealing algorithms . . . . . . . . . . 375--396
Gareth O. Roberts and
Jeffrey S. Rosenthal Two convergence properties of hybrid
samplers . . . . . . . . . . . . . . . . 397--407
Seokhoon Yun The extremal index of a higher-order
stationary Markov chain . . . . . . . . 408--437
P. Del Moral Measure-valued processes and interacting
particle systems. Application to
nonlinear filtering problems . . . . . . 438--495
L. Decreusefond Perturbation analysis and Malliavin
calculus . . . . . . . . . . . . . . . . 496--523
Zbigniew Palmowski and
Tomasz Rolski The superposition of alternating on-off
flows and a fluid model . . . . . . . . 524--540
Kuo-Hwa Chang and
Richard F. Serfozo and
W\ladys\law Szczotka Treelike queueing networks: asymptotic
stationarity and heavy traffic . . . . . 541--568
Avi Mandelbaum and
Gennady Pats State-dependent stochastic networks.
Part I. Approximations and applications
with continuous diffusion limits . . . . 569--646
Peter Kirschenhofer and
Helmut Prodinger Addendum: ``The number of winners in a
discrete geometrically distributed
sample'' . . . . . . . . . . . . . . . . 647--647
Guillaume Gaudron Scaling laws and convergence for the
advection-diffusion equation . . . . . . 649--663
F. Jay Breidt and
Richard A. Davis Extremes of stochastic volatility models 664--675
Hyungsok Ahn and
Mohit Dayal and
Eric Grannan and
Glen Swindle Option replication with transaction
costs: general diffusion limits . . . . 676--707
Krzysztof Burdzy and
Davar Khoshnevisan Brownian motion in a Brownian crack . . 708--748
Moshe Pollak and
Benjamin Yakir A new representation for a
renewal-theoretic constant appearing in
asymptotic approximations of large
deviations . . . . . . . . . . . . . . . 749--774
Vygantas Paulauskas and
Svetlozar T. Rachev Cointegrated processes with infinite
variance innovations . . . . . . . . . . 775--792
Richard F. Serfozo and
Bingyi Yang Markov network processes with string
transitions . . . . . . . . . . . . . . 793--821
J. Michael Harrison Heavy traffic analysis of a system with
parallel servers: asymptotic optimality
of discrete-review policies . . . . . . 822--848
Pascal Lezaud Chernoff-type bound for finite Markov
chains . . . . . . . . . . . . . . . . . 849--867
M. Ross Leadbetter and
Holger Rootzén and
Laurens de Haan On the distribution of tail array sums
for strongly mixing stationary sequences 868--885
Zhi-Dong Bai and
Chern-Ching Chao and
Hsien-Kuei Hwang and
Wen-Qi Liang On the variance of the number of maxima
in random vectors and its applications 886--895
Tzuu-Shuh Chiang and
Yunshyong Chow On the problem of exit from cycles for
simulated annealing processes --- a
backward equation approach . . . . . . . 896--916
L. R. G. Fontes and
M. Isopi and
Y. Kohayakawa and
P. Picco The spectral gap of the REM under
Metropolis dynamics . . . . . . . . . . 917--943
Alexander E. Holroyd Existence and uniqueness of infinite
components in generic rigidity
percolation . . . . . . . . . . . . . . 944--973
Shui Feng and
Fred M. Hoppe Large deviation principles for some
random combinatorial structures in
population genetics and Brownian motion 975--994
N. G. Duffield and
W. Whitt Large deviations of inverse processes
with nonlinear scalings . . . . . . . . 995--1026
Dimitris Bertsimas and
Ioannis Ch. Paschalidis and
John N. Tsitsiklis On the large deviations behavior of
acyclic networks of $ G / G / 1 $ queues 1027--1069
Paul Dupuis and
Kavita Ramanan Large deviation properties of data
streams that share a buffer . . . . . . 1070--1129
William A. Massey and
Ward Whitt Uniform acceleration expansions for
Markov chains with time-varying rates 1130--1155
Sidney Resnick and
Catalin St\uaric\ua Tail index estimation for dependent data 1156--1183
J. R. Koehler and
A. A. Puhalskii and
B. Simon Estimating functions evaluated by
simulation: a Bayesian/analytic approach 1184--1215
Matthias Löwe On the storage capacity of Hopfield
models with correlated patterns . . . . 1216--1250
Mihai Ciucu No-feedback card guessing for dovetail
shuffles . . . . . . . . . . . . . . . . 1251--1269
Haya Kaspi and
Avishai Mandelbaum Multi-armed bandits in discrete and
continuous time . . . . . . . . . . . . 1270--1290
Gareth O. Roberts and
Jeffrey S. Rosenthal On convergence rates of Gibbs samplers
for uniform distributions . . . . . . . 1291--1302
Amine Asselah Nonreversible stationary measures for
exchange processes . . . . . . . . . . . 1303--1311
Ananda P. N. Weerasinghe Singular optimal strategies for
investment with transaction costs . . . 1312--1330
Håkan Andersson Limit theorems for a random graph
epidemic model . . . . . . . . . . . . . 1331--1349
Jason Fulman and
Elizabeth L. Wilmer Comparing eigenvalue bounds for Markov
chains: when does Poincaré beat Cheeger? 1--13
Alan Frieze and
Ravi Kannan Log-Sobolev inequalities and sampling
from log-concave distributions . . . . . 14--26
J. E. Yukich Asymptotics for the length of a minimal
triangulation on a random sample . . . . 27--45
E. Iglói and
Gy. Terdik Bilinear stochastic systems with
fractional Brownian motion input . . . . 46--77
James R. Norris Smoluchowski's coagulation equation:
uniqueness, nonuniqueness and a
hydrodynamic limit for the stochastic
coalescent . . . . . . . . . . . . . . . 78--109
D. R. McDonald Asymptotics of first passage times for
random walk in an orthant . . . . . . . 110--145
Lajos Horváth and
Qi-Man Shao Limit theorems for quadratic forms with
applications to Whittle's estimate . . . 146--187
Ioannis Karatzas and
William D. Sudderth Control and stopping of a diffusion
process on an interval . . . . . . . . . 188--196
Brian D. Jones and
Boris G. Pittel and
Joseph S. Verducci Tree and forest weights and their
application to nonuniform random graphs 197--215
Michel Bena\"\im and
Morris W. Hirsch Stochastic approximation algorithms with
constant step size whose average is
cooperative . . . . . . . . . . . . . . 216--241
Michael L. Stein Predicting random fields with increasing
dense observations . . . . . . . . . . . 242--273
P. Del Moral and
A. Guionnet Central limit theorem for nonlinear
filtering and interacting particle
systems . . . . . . . . . . . . . . . . 275--297
Klaus Fleischmann and
Achim Klenke Smooth density field of catalytic
super-Brownian motion . . . . . . . . . 298--318
J. Theodore Cox and
Rinaldo B. Schinazi A stochastic spatial process to model
the persistence of sickle-cell disease 319--330
Stephen M. Krone The two-stage contact process . . . . . 331--351
David Heath and
Sidney Resnick and
Gennady Samorodnitsky How system performance is affected by
the interplay of averages in a fluid
queue with long range dependence induced
by heavy tails . . . . . . . . . . . . . 352--375
S. Borovkova and
R. Burton and
H. Dehling Consistency of the Takens estimator for
the correlation dimension . . . . . . . 376--390
Keith Baggerly and
Dennis Cox and
Craig Kollman and
Rick Picard Adaptive importance sampling on discrete
Markov chains . . . . . . . . . . . . . 391--412
Amir Dembo and
Ioannis Kontoyiannis The asymptotics of waiting times between
stationary processes, allowing
distortion . . . . . . . . . . . . . . . 413--429
Predrag R. Jelenkovi\'c Asymptotic approximation of the
move-to-front search cost distribution
and least-recently used caching fault
probabilities . . . . . . . . . . . . . 430--464
Marianne Månsson Poisson approximation in connection with
clustering of random points . . . . . . 465--492
L. C. G. Rogers and
O. Zane Saddlepoint approximations to option
prices . . . . . . . . . . . . . . . . . 493--503
Terence Chan Pricing contingent claims on stocks
driven by Lévy processes . . . . . . . . 504--528
Robert Bättig Completeness of securities market models
--- an operator point of view . . . . . 529--566
Rick Durrett Robert Bättig 1968--1997 . . . . . . . . ??
R. C. Griffiths and
Simon Tavaré The ages of mutations in gene trees . . 567--590
Albert Fannjiang and
Tomasz Komorowski Turbulent diffusion in Markovian flows 591--610
Mark Freidlin and
Matthias Weber A remark on random perturbations of the
nonlinear pendulum . . . . . . . . . . . 611--628
Davar Khoshnevisan and
Thomas M. Lewis Stochastic calculus for Brownian motion
on a Brownian fracture . . . . . . . . . 629--667
Marek Biskup and
Frank den Hollander A heteropolymer near a linear interface 668--687
Marek Capi\'nski and
Nigel J. Cutland Stochastic Euler equations on the torus 688--705
Didier Piau Large deviations and Young measures for
a Poissonian model of biphased material 706--718
Elizabeth A. Brooks Probabilistic methods for a linear
reaction-hyperbolic system with constant
coefficients . . . . . . . . . . . . . . 719--731
G. N. Milstein and
M. V. Tretyakov Simulation of a space-time bounded
diffusion . . . . . . . . . . . . . . . 732--779
Abraham J. Wyner More on recurrence and waiting times . . 780--796
Sidney Resnick and
Gennady Samorodnitsky and
Fang Xue How misleading can sample ACFs of stable
MAs be? (Very!) . . . . . . . . . . . . 797--817
Maury Bramson A stable queueing network with unstable
fluid model . . . . . . . . . . . . . . 818--853
J. B. Martin and
Yu. M. Suhov Fast Jackson networks . . . . . . . . . 854--870
Wendell H. Fleming and
Shuenn-Jyi Sheu Optimal long term growth rate of
expected utility of wealth . . . . . . . 871--903
D. Kramkov and
W. Schachermayer The asymptotic elasticity of utility
functions and optimal investment in
incomplete markets . . . . . . . . . . . 904--950
Rabi Bhattacharya Multiscale diffusion processes with
periodic coefficients and an application
to solute transport in porous media . . 951--1020
Jin Cao and
Keith Worsley The geometry of correlation fields with
an application to functional
connectivity of the brain . . . . . . . 1021--1057
L. Coutin and
L. Decreusefond Abstract nonlinear filtering theory in
the presence of fractional Brownian
motion . . . . . . . . . . . . . . . . . 1058--1090
Peter Donnelly and
Thomas G. Kurtz Genealogical processes for Fleming--Viot
models with selection and recombination 1091--1148
Olle Häggström Positive correlations in the fuzzy Potts
model . . . . . . . . . . . . . . . . . 1149--1159
Peter Jagers Branching processes with dependence but
homogeneous growth . . . . . . . . . . . 1160--1174
Deli Li and
T. D. Rogers Asymptotic behavior for iterated
functions of random variables . . . . . 1175--1201
Neal Madras and
Mauro Piccioni Importance sampling for families of
distributions . . . . . . . . . . . . . 1202--1225
Claudia Neuhauser and
Stephen W. Pacala An explicitly spatial version of the
Lotka--Volterra model with interspecific
competition . . . . . . . . . . . . . . 1226--1259
Boris Pittel Normal convergence problem? Two moments
and a recurrence may be the clues . . . 1260--1302
Jak\vsa Cvitani\'c and
Gennady Spivak Maximizing the probability of a perfect
hedge . . . . . . . . . . . . . . . . . 1303--1328
Richard Durrett Correction: ``Robert Bättig 1968--1997'' ??
Anonymous Volume Index, \booktitleAnn. Appl.
Probab., vol. 9 (1999) . . . . . . . . . iii--vii
Robert J. Adler On excursion sets, tube formulas and
maxima of random fields . . . . . . . . 1--74
J. Michael Harrison Brownian models of open processing
networks: canonical representation of
workload . . . . . . . . . . . . . . . . 75--103
Carl Graham and
Neil O'Connell Large deviations at equilibrium for a
large star-shaped loss network . . . . . 104--122
A. D. Barbour and
S. N. Ethier and
R. C. Griffiths A transition function expansion for a
diffusion model with selection . . . . . 123--162
Anne Perrut Hydrodynamic limits for a two-species
reaction-diffusion process . . . . . . . 163--191
Jürgen Gärtner and
Wolfgang König Moment asymptotics for the continuous
parabolic Anderson model . . . . . . . . 192--217
Quansheng Liu and
Alain Rouault Limit Theorems for Mandelbrot's
Multiplicative Cascades . . . . . . . . 218--239
E. G. Coffman, Jr. and
Leopold Flatto and
Predrag Jelenkovi\'c Interval packing: the vacant interval
distribution . . . . . . . . . . . . . . 240--257
Yuliy M. Baryshnikov and
Alexander V. Gnedin Sequential selection of an increasing
sequence from a multidimensional random
sample . . . . . . . . . . . . . . . . . 258--267
Esa Nummelin On the existence and convergence of
price equilibria for random economies 268--282
Nizar Touzi Optimal insurance demand under marked
point processes shocks . . . . . . . . . 283--312
Stéphane Jaffard On lacunary wavelet series . . . . . . . 313--329
Richard Arratia and
A. D. Barbour and
Simon Tavaré The number of components in a
logarithmic combinatorial structure . . 331--361
Krzysztof Burdzy and
Wilfrid S. Kendall Efficient Markovian couplings: examples
and counterexamples . . . . . . . . . . 362--409
William Evans and
Claire Kenyon and
Yuval Peres and
Leonard J. Schulman Broadcasting on trees and the Ising
model . . . . . . . . . . . . . . . . . 410--433
Nicolas Fournier Existence and regularity study for
two-dimensional Kac equation without
cutoff by a probabilistic approach . . . 434--462
G. Last and
R. Schassberger On stationary stochastic flows and Palm
probabilities of surface processes . . . 463--492
Sophie Mézi\`ares and
Bernard Roynette Study of a Brownian impulse . . . . . . 493--516
Mathew D. Penrose Vertex ordering and partitioning
problems for random spatial graphs . . . 517--538
WanSoo T. Rhee Order of decay of the wasted space for a
stochastic packing problem . . . . . . . 539--548
G. Badowski and
G. Yin and
Q. Zhang Asymptotic properties of a singularly
perturbed Markov chain with inclusion of
transient states . . . . . . . . . . . . 549--572
Torkel Erhardsson Compound Poisson approximation for
counts of rare patterns in Markov chains
and extreme sojourns in birth-death
chains . . . . . . . . . . . . . . . . . 573--591
Charles Knessl Asymptotic expansions for a stochastic
model of queue storage . . . . . . . . . 592--615
Norbert Hofmann and
Thomas Müller-Gronbach and
Klaus Ritter Step size control for the uniform
approximation of systems of stochastic
differential equations with additive
noise . . . . . . . . . . . . . . . . . 616--633
Gianluca Fusai Corridor options and arc-sine law . . . 634--663
Per Aslak Mykland Conservative delta hedging . . . . . . . 664--683
Bruno Bouchard and
Nizar Touzi Explicit solution to the multivariate
super-replication problem under
transaction costs . . . . . . . . . . . 685--708
Chingfer Chen and
Samuel Karlin $r$-scan statistics of a marker array in
multiple sequences derived from a common
progenitor . . . . . . . . . . . . . . . 709--725
Persi Diaconis and
Susan Holmes and
Radford M. Neal Analysis of a nonreversible Markov chain
sampler . . . . . . . . . . . . . . . . 726--752
Sidney Resnick and
Holger Rootzén Self-similar communication models and
very heavy tails . . . . . . . . . . . . 753--778
François Baccelli and
Dohy Hong Analytic expansions of max-plus Lyapunov
exponents . . . . . . . . . . . . . . . 779--827
Hong Chen and
Xinyang Shen Strong approximations for multiclass
feedforward queueing networks . . . . . 828--876
K. D. Glazebrook and
D. J. Wilkinson Index-based policies for discounted
multi-armed bandits on parallel machines 877--896
Constantinos Maglaras Discrete-review policies for scheduling
stochastic networks: trajectory tracking
and fluid-scale asymptotic optimality 897--929
Sunil Kumar Two-server closed networks in heavy
traffic: diffusion limits and asymptotic
optimality . . . . . . . . . . . . . . . 930--961
Irina Ignatiouk-Robert Large deviations of Jackson networks . . 962--1001
Liudas Giraitis and
Peter M. Robinson and
Donatas Surgailis A model for long memory conditional
heteroscedasticity . . . . . . . . . . . 1002--1024
Thomas Mikosch and
Gennady Samorodnitsky The supremum of a negative drift random
walk with dependent heavy-tailed steps 1025--1064
Nicole Bäuerle Asymptotic optimality of tracking
policies in stochastic networks . . . . 1065--1083
Peter W. Glynn and
Assaf J. Zeevi On the maximum workload of a queue fed
by fractional Brownian motion . . . . . 1084--1099
Albert Fannjiang and
Tomasz Komorowski Fractional Brownian motions in a limit
of turbulent transport . . . . . . . . . 1100--1120
Klaus Fleischmann and
Achim Klenke The biodiversity of catalytic
super-Brownian motion . . . . . . . . . 1121--1136
Michael V. Boutsikas and
Markos V. Koutras A bound for the distribution of the sum
of discrete associated or negatively
associated random variables . . . . . . 1137--1150
C. A. O'Cinneide and
A. V. Pokrovskii Nonuniform random transformations . . . 1151--1181
Lincoln Chayes and
Roberto H. Schonmann Mixed percolation as a bridge between
site and bond percolation . . . . . . . 1182--1196
Sylvie Méléard A trajectorial proof of the vortex
method for the two-dimensional
Navier--Stokes equation . . . . . . . . 1197--1211
Luiz Renato Fontes and
Pierre Mathieu and
Pierre Picco On the averaged dynamics of the random
field Curie--Weiss model . . . . . . . . 1212--1245
M. Huebner and
S. Lototsky Asymptotic analysis of a kernel
estimator for parabolic SPDE's with
time-dependent coefficients . . . . . . 1246--1258
F. Papangelou The large deviations of a multi-allele
Wright--Fisher process mapped on the
sphere . . . . . . . . . . . . . . . . . 1259--1273
Holger Drees Weighted approximations of tail
processes for $ \beta $-mixing random
variables . . . . . . . . . . . . . . . 1274--1301
Steven P. Lalley On the rate of mixing for $p$-shuffles 1302--1321
Kavita Ramanan and
Alexander L. Stolyar Largest Weighted Delay First Scheduling:
Large Deviations and Optimality . . . . 1--48
Maury Bramson and
J. G. Dai Heavy Traffic Limits for Some Queueing
Networks . . . . . . . . . . . . . . . . 49--90
Anton Bovier and
David M. Mason Extreme Value Behavior in the Hopfield
Model . . . . . . . . . . . . . . . . . 91--120
Maury Bramson and
Joel L. Lebowitz Spatial Structure in Low Dimensions for
Diffusion Limited Two-Particle Reactions 121--181
Andrew J. Heunis and
Vladimir M. Lucic On Uniqueness of Solutions for the
Stochastic Differential Equations of
Nonlinear Filtering . . . . . . . . . . 182--209
Huyên Pham and
Marie-Claire Quenez Optimal Portfolio in Partially Observed
Stochastic Volatility Models . . . . . . 210--238
Kate Duckworth and
Mihail Zervos A Model for Investment Decisions with
Switching Costs . . . . . . . . . . . . 239--260
Fr\`ed\`eric Gosselin Aysmptotic Behavior of Absorbing Markov
Chains Conditional on Nonabsorption for
Applications in Conservation Biology . . 261--284
Elchanan Mossel Reconstruction on Trees: Beating the
Second Eigenvalue . . . . . . . . . . . 285--300
Vlada Limic A LIFO queue in heavy traffic . . . . . 301--331
Bogdan Doytchinov and
John Lehoczky and
Steven Shreve Real-time queues in heavy traffic with
earliest-deadline-first queue discipline 332--378
Damon J. Wischik Sample path large deviations for queues
with many inputs . . . . . . . . . . . . 379--404
Tom Mountford An extension of a result of Andjel . . . 405--418
Steven N. Evans Stochastic billiards on general tables 419--437
J. N. Corcoran and
R. L. Tweedie Perfect sampling of ergodic Harris
chains . . . . . . . . . . . . . . . . . 438--451
Ralph Neininger and
Ludger Rüschendorf Limit laws for partial match queries in
quadtrees . . . . . . . . . . . . . . . 452--469
Magnus Wiktorsson Joint characteristic function and
simultaneous simulation of iterated Itô
integrals for multiple independent
Brownian motions . . . . . . . . . . . . 470--487
Robert J. Adler and
Georgios Skoulakis Superprocesses over a stochastic flow 488--543
Matthias Weber On occupation time functionals for
diffusion processes and birth-and-death
processes on graphs . . . . . . . . . . 544--567
R. D. Foley and
D. R. McDonald Join the shortest queue: stability and
exact asymptotics . . . . . . . . . . . 569--607
S. L. Bell and
R. J. Williams Dynamic scheduling of a system with two
parallel servers in heavy traffic with
resource pooling: asymptotic optimality
of a threshold policy . . . . . . . . . 608--649
James B. Martin Point processes in fast Jackson networks 650--663
N. El Karoui and
S. Peng and
M. C. Quenez A dynamic maximum principle for the
optimization of recursive utilities
under constraints . . . . . . . . . . . 664--693
Walter Schachermayer Optimal investment in incomplete markets
when wealth may become negative . . . . 694--734
Andrius Jankunas Optimal contingent claims . . . . . . . 735--749
Peter Bank and
Frank Riedel Optimal consumption choice with
intertemporal substitution . . . . . . . 750--788
István Berkes and
Lajos Horváth Strong approximation of the empirical
process of GARCH sequences . . . . . . . 789--809
Ronald Fagin and
Anna R. Karlin and
Jon Kleinberg and
Prabhakar Raghavan and
Sridhar Rajagopalan and
Ronitt Rubinfeld and
Madhu Sudan and
Andrew Tomkins Random walks with ``back buttons'' . . . 810--862
Yuliy Baryshnikov and
Alexander Gnedin Counting intervals in the packing
process . . . . . . . . . . . . . . . . 863--877
Peter Mansfield and
Svetlozar T. Rachev and
Gennady Samorodnitsky Long strange segments of a stochastic
process . . . . . . . . . . . . . . . . 878--921
Annie Millet and
Pierre-Luc Morien On a nonlinear stochastic wave equation
in the plane: existence and uniqueness
of the solution . . . . . . . . . . . . 922--951
R. Z. Khasminskii and
F. C. Klebaner Long term behavior of solutions of the
Lotka--Volterra system under small
random perturbations . . . . . . . . . . 952--963
A. D. Barbour and
O. Chryssaphinou Compound Poisson approximation: a user's
guide . . . . . . . . . . . . . . . . . 964--1002
Matthias Weber Correction note: ``On occupation time
functionals for diffusion processes and
birth-and-death processes on graphs'' [
Ann. Appl. Probab. \bf 11 (2001), no. 2,
544--567; 1 843 057] . . . . . . . . . . 1003--1003
Mathew D. Penrose and
J. E. Yukich Central Limit Theorems for Some Graphs
in Computational Geometry . . . . . . . 1005--1041
Brigitte Chauvin and
Michael Drmota and
Jean Jabbour-Hattab The Profile of Binary Search Trees . . . 1042--1062
Alexander E. Holroyd Rigidity Percolation and Boundary
Conditions . . . . . . . . . . . . . . . 1063--1078
Achim Klenke and
Remco Van Der Hofstad Self-Attractive Random Plymers . . . . . 1079--1115
Raúl Gouet and
F. Javier López Saturation in a Makovian Parking Process 1116--1136
Andreas Eibeck and
Wolfgang Wagner Stochastic Particle Approximations for
Smoluchoski's Coagualtion Equation . . . 1137--1165
L. Miclo and
P. Del Moral Genealogies and Increasing Propagation
of Chaos For Feynman--Kac and Genetic
Models . . . . . . . . . . . . . . . . . 1166--1198
Carl J. Nuzman and
H. Vincent Poor Reproducing Kernel Hilbert Space Methods
for wide-sense self-similar Processes 1199--1219
Milan Borkovec and
Claudia Klüppelberg The Tail of the Stationary Distribution
of an Autoregressive Process with $ {\rm
Arch}(1) $ Errors . . . . . . . . . . . 1220--1241
Xia Chen Exact Convergence Rates For The
Distribution of Particles in Branching
Random Walks . . . . . . . . . . . . . . 1242--1262
F. C. Klebaner and
R. Liptser Asymptotic Analysis and Extinction in a
Stochastic Lotka--Volterra Model . . . . 1263--1291
Irina Ignatiouk-Robert Sample Path Large Deviations and
Convergence Parameters . . . . . . . . . 1292--1329
Christian Mazza and
Didier Piau Dubins-freedman Processes and RC Filters 1330--1352
Griselda Deelstra and
Huyên Pham and
Nizar Touzi Dual Formulation of the Utility
Maximization Problem Under Transaction
Costs . . . . . . . . . . . . . . . . . 1353--1383
Dimitris Bertsimas and
David Gamarnik and
John N. Tsitsiklis Performance of Multiclass Markovian
Queueing Networks Via Piecewise Linear
Lyapunov Functions . . . . . . . . . . . 1384--1428
Stan Zachary and
Ilze Ziedins A Refinement of the Hunt--Kurtz Theory
of Large Loss Networks, with an
Application to Virtual Partitioning . . 1--22
Thomas Mikosch and
Sidney Resnick and
Holger Rootzén and
Alwin Stegeman Is Network Traffic Appriximated by
Stable Lévy Motion or Fractional Brownian
Motion? . . . . . . . . . . . . . . . . 23--68
Michael Braverman and
Thomas Mikosch and
Gennady Samorodnitsky Tail Probabilities of Subadditive
Functionals of Lévy Processes . . . . . . 69--100
Paul Joyce and
Stephen M. Krone and
Thomas G. Kurtz Gaussian Limits Associated with the
Poisson--Dirichlet Distribution and the
Ewens Sampling Formula . . . . . . . . . 101--124
Gerold Alsmeyer and
Uwe Rösler Asexual Versus Promiscuous Bisexual
Galton--Watson Processes: The Extinction
Probability Ratio . . . . . . . . . . . 125--142
Huyên Pham Minimizing Shortfall Risk and
Applications to Finance and Insurance
Problems . . . . . . . . . . . . . . . . 143--172
Hideo Nagai and
Shige Peng Risk-Sensitive Dynamic Portfolio
Optimization with Partial Information on
Infinite Time Horizon . . . . . . . . . 173--195
B. Jourdain and
C. Martini Approximation of American Put Prices by
European Prices via an Embedding Method 196--223
Sòren F. Jarner and
Gareth O. Roberts Polynomial Convergence Rates of Markov
Chains . . . . . . . . . . . . . . . . . 224--247
Olivier François Global Optimization with
Exploration/Selection Algorithms and
Simulated Annealing . . . . . . . . . . 248--271
Mathew D. Penrose and
J. E. Yukich Limit Theory for Random Sequential
Packing and Deposition . . . . . . . . . 272--301
Jin Ma and
Philip Protter and
Jaime San Martín and
Soledad Torres Numberical Method for Backward
Stochastic Differential Equations . . . 302--316
Fergal Toomey Large Deviations of Products of Random
Topical Operators . . . . . . . . . . . 317--333
B. Jourdain Probabilistic Characteristics Method for
a One-Dimensional Inviscid Scalar
Conservation Law . . . . . . . . . . . . 334--360
Pao-Liu Chow Stochastic Wave Equations with
Polynomial Nonlinearity . . . . . . . . 361--381
J. F. Collamore Importance Sampling Techniques for the
Multidimensional Ruin Problem for
General Markov Additive Sequences of
Random Vectors . . . . . . . . . . . . . 382--421
Fabio Antonelli and
Arturo Kohatsu-Higa Rate of convergence of a particle method
to the solution of the McKean--Vlasov
equation . . . . . . . . . . . . . . . . 423--476
Lian Shen Asymptotic properties of certain
anisotropic walks in random media . . . 477--510
Mike Cranston and
Michael Scheutzow Dispersion rates under finite mode
Kolmogorov flows analysis . . . . . . . 511--532
O. S. M. Alves and
F. P. Machado and
S. Yu. Popov The shape theorem for the frog model . . 533--546
Jean Bertoin Eternal solutions to Smoluchowski's
coagulation equation with additive
kernel and their probabilistic
interpretations . . . . . . . . . . . . 547--564
Federico Camia and
Emilio De Santis and
Charles M. Newman Clusters and recurrence in the
two-dimensional zero-temperature
stochastic Ising model . . . . . . . . . 565--580
Neal Madras and
Dana Randall Markov chain decomposition for
convergence rate analysis . . . . . . . 581--606
Stéphane Boucheron and
Fabrice Gamboa and
Christian Léonard Bins and balls; Large deviations of the
empirical occupancy process . . . . . . 607--636
Mark N. Grote and
Terence P. Speed Approximate Ewens formulae for symmetric
overdominance selection . . . . . . . . 637--663
Thomas Müller-Gronbach The optimal uniform approximation of
systems of stochastic differential
equations . . . . . . . . . . . . . . . 664--690
M. P. Owen Utility based optimal hedging in
incomplete markets . . . . . . . . . . . 691--709
Damir Filipovi\'c and
Jerzy Zabczyk Markovian term structure models in
discrete time . . . . . . . . . . . . . 710--729
W. H. Fleming and
S. J. Sheu Risk-sensitive control and an optimal
investment model II . . . . . . . . . . 730--767
Akimichi Takemura and
Satoshi Kuriki On the equivalence of the tube and Euler
characteristic methods for the
distribution of the maximum of Gaussian
fields over piecewise smooth domains . . 768--796
H. Christian Gromoll and
Amber L. Puha and
Ruth J. Williams The fluid limit of a heavily loaded
processor sharing queue . . . . . . . . 797--859
Jean-François Dantzer and
Philippe Robert Fluid limits of string valued Markov
processes . . . . . . . . . . . . . . . 860--889
Hanspeter Schmidli On minimizing the ruin probability by
investment and reinsurance . . . . . . . 890--907
Bojan Basrak and
Richard A. Davis and
Thomas Mikosch A characterization of multivariate
regular variation . . . . . . . . . . . 908--920
Francis Comets and
Roberto Fernández and
Pablo A. Ferrari Processes with long memory: Regenerative
construction and perfect simulation . . 921--943
B. Gail Ivanoff and
Ely Merzbach Random censoring in set-indexed survival
analysis . . . . . . . . . . . . . . . . 944--971
David Assaf and
Larry Goldstein and
Ester Samuel-Cahn Ratio prophet inequalities when the
mortal has several choices . . . . . . . 972--984
Jonathan Jordan Almost sure convergence for iterated
functions of independent random
variables . . . . . . . . . . . . . . . 985--1000
R. Marchand Strict inequalities for the time
constant in first passage percolation 1001--1038
Michael A. Kouritzin and
Hongwei Long Convergence of Markov chain
approximations to stochastic
reaction-diffusion equations . . . . . . 1039--1070
Paolo Baldi and
Lucia Caramellino Asymptotics of hitting probabilities for
general one-dimensional pinned
diffusions . . . . . . . . . . . . . . . 1071--1095
A. Budhiraja On invariant measures of discrete time
filters in the correlated signal-noise
case . . . . . . . . . . . . . . . . . . 1096--1113
Jean B. Lasserre Bounds on measures satisfying moment
conditions . . . . . . . . . . . . . . . 1114--1137
K. P. Choi and
Aihua Xia Approximating the number of successes in
independent trials: Binomial versus
Poisson . . . . . . . . . . . . . . . . 1139--1148
Z. D. Bai and
Feifang Hu and
Li-Xin Zhang Gaussian approximation theorems for urn
models and their applications . . . . . 1149--1173
Michel Denuit and
Alfred Müller Smooth generators of integral stochastic
orders . . . . . . . . . . . . . . . . . 1174--1184
Eilon Solan and
Nicolas Vieille Uniform value in recursive games . . . . 1185--1201
F. Thomas Bruss and
Thomas S. Ferguson High-risk and competitive investment
models . . . . . . . . . . . . . . . . . 1202--1226
Paolo Guasoni Optimal investment with transaction
costs and without semimartingales . . . 1227--1246
Jostein Paulsen On Cramér-like asymptotics for risk
processes with stochastic return on
investments . . . . . . . . . . . . . . 1247--1260
Svetlana Boyarchenko and
Sergei Levendorski\ui Barrier options and touch-and-out
options under regular Lévy processes of
exponential type . . . . . . . . . . . . 1261--1298
Steven N. Evans and
David Steinsaltz Estimating some features of $ N K $
fitness landscapes . . . . . . . . . . . 1299--1321
Matthias Löwe and
Heinrich Matzinger Scenery reconstruction in two dimensions
with many colors . . . . . . . . . . . . 1322--1347
J. Theodore Cox and
Richard Durrett The stepping stone model: New formulas
expose old myths . . . . . . . . . . . . 1348--1377
Saul Jacka Avoiding the origin: a finite-fuel
stochastic control problem . . . . . . . 1378--1389
Jin Ma and
Jianfeng Zhang Representation theorems for backward
stochastic differential equations . . . 1390--1418
Nils Berglund and
Barbara Gentz A sample-paths approach to noise-induced
synchronization: Stochastic resonance in
a double-well potential . . . . . . . . 1419--1470
Akihiko Inoue Asymptotic behavior for partial
autocorrelation functions of fractional
ARIMA processes . . . . . . . . . . . . 1471--1491
L. Miclo About relaxation time of finite
generalized Metropolis algorithms . . . 1492--1515
Anonymous Volume Index, \booktitleAnn. Appl.
Probab., vol. 12 (2002) . . . . . . . . iii--ix
Paul Embrechts and
Gennady Samorodnitsky Ruin problem and how fast stochastic
processes . . . . . . . . . . . . . . . 1--36
Serguei Foss and
Stan Zachary The maximum on a random time interval of
a random walk with long-tailed
increments and negative drift . . . . . 37--53
Lukasz Kruk and
John Lehoczky and
Steven Shreve and
Shu-Ngai Yeung Multiple-input heavy-traffic real-time
queues . . . . . . . . . . . . . . . . . 54--99
Kavita Ramanan and
Martin I. Reiman Fluid and heavy traffic diffusion limits
for a generalized processor sharing
model . . . . . . . . . . . . . . . . . 100--139
Denis Talay and
Olivier Vaillant A stochastic particle method with random
weights for the computation of
statistical solutions of McKean--Vlasov
equations . . . . . . . . . . . . . . . 140--180
Paul Joyce and
Stephen M. Krone and
Thomas G. Kurtz When can one detect overdominant
selection in the infinite-alleles model? 181--212
Vladimir Koltchinskii and
Dmitriy Panchenko and
Fernando Lozano Bounding the generalization error of
convex combinations of classifiers:
balancing the dimensionality and the
margins . . . . . . . . . . . . . . . . 213--252
Hosam M. Mahmoud and
Ralph Neininger Distribution of distances in random
binary search trees . . . . . . . . . . 253--276
Mathew D. Penrose and
J. E. Yukich Weak laws of large numbers in geometric
probability . . . . . . . . . . . . . . 277--303
I. Kontoyiannis and
S. P. Meyn Spectral theory and limit theorems for
geometrically ergodic Markov processes 304--362
Xianping Guo and
Onésimo Hernández-Lerma Continuous-time controlled Markov chains 363--388
István Berkes and
Lajos Horváth Correction: ``Strong approximation of
the empirical process of GARCH
sequences'' . . . . . . . . . . . . . . 389--389
Michael J. Harrison Correction: ``Brownian models of open
processing networks: canonical
representation of workload'' . . . . . . 390--393
Hock Peng Chan and
Tze Leung Lai Saddlepoint approximations and nonlinear
boundary crossing probabilities of
Markov random walks . . . . . . . . . . 395--429
Ken Duffy and
John T. Lewis and
Wayne G. Sullivan Logarithmic asymptotics for the supremum
of a stochastic process . . . . . . . . 430--445
Ayalvadi Ganesh and
Neil O'Connell and
Balaji Prabhakar Invariant rate functions for
discrete-time queues . . . . . . . . . . 446--474
P. E. Ney and
A. N. Vidyashankar Harmonic moments and large deviation
rates for supercritical branching
processes . . . . . . . . . . . . . . . 475--489
Harry Cohn and
Qiao Wang Multitype branching limit behavior . . . 490--500
J. Theodore Cox and
Achim Klenke Rescaled interacting diffusions converge
to super Brownian motion . . . . . . . . 501--514
Hél\`ene Guérin Solving Landau equation for some soft
potentials through a probabilistic
approach . . . . . . . . . . . . . . . . 515--539
Florent Malrieu Convergence to equilibrium for granular
media equations and their Euler schemes 540--560
Christine Fricker and
Philippe Robert and
Danielle Tibi A degenerate central limit theorem for
single resource loss systems . . . . . . 561--575
Predrag Jelenkovi\'c and
Petar Mom\vcilovi\'c Asymptotic loss probability in a finite
buffer fluid queue with hetergeneous
heavy-tailed on--off processes . . . . . 576--603
Mu-Fa Chen and
Ying-Zhe Wang Algebraic convergence of Markov chains 604--627
Guy Latouche and
Marie-Ange Remiche and
Peter Taylor Transient Markov arrival processes . . . 628--640
István Berkes and
Lajos Horváth Asymptotic results for long memory LARCH
sequences . . . . . . . . . . . . . . . 641--668
Alan Stacey Partial immunization processes . . . . . 669--690
Pietro Caputo and
Fabio Martinelli Relaxation time of anisotropic simple
exclusion processes and quantum
Heisenberg models . . . . . . . . . . . 691--721
Lorna Booth and
Jehoshua Bruck and
Massimo Franceschetti and
Ronald Meester Covering algorithms, continuum
percolation and the geometry of wireless
networks . . . . . . . . . . . . . . . . 722--741
Paulius Jakub\.enas and
Shlomo Levental and
Micha\l Ryznar The super-replication problem via
probabilistic methods . . . . . . . . . 742--773
Thomas Goll and
Jan Kallsen A complete explicit solution to the
log-optimal portfolio problem . . . . . 774--799
Damien Lamberton and
Stéphane Villeneuve Critical price near maturity for an
American option on a dividend-paying
stock . . . . . . . . . . . . . . . . . 800--815
Theodore Cox and
Richard Durrett Correction: ``The stepping stone model:
new formulas expose old myths'' . . . . 816--816
Elchanan Mossel and
Yuval Peres Information flow on trees . . . . . . . 817--844
Andreas Eibeck and
Wolfgang Wagner Stochastic interacting particle systems
and nonlinear kinetic equations . . . . 845--889
Svante Janson and
Johan Tysk Volatility time and properties of option
prices . . . . . . . . . . . . . . . . . 890--913
Naoto Kunitomo and
Akihiko Takahashi On validity of the asymptotic expansion
approach in contingent claim analysis 914--952
Jerome Detemple and
Shui Feng and
Weidong Tian The valuation of American call options
on the minimum of two dividend-paying
assets . . . . . . . . . . . . . . . . . 953--983
D. Duffie and
D. Filipovi\'c and
W. Schachermayer Affine processes and applications in
finance . . . . . . . . . . . . . . . . 984--1053
J. Gaier and
P. Grandits and
W. Schachermayer Asymptotic ruin probabilities and
optimal investment . . . . . . . . . . . 1054--1076
A. E. Kyprianou and
M. R. Pistorius Perpetual options and Canadization
through fluctuation theory . . . . . . . 1077--1098
S. Pergamenshchikov Limit theorem for Leland's strategy . . 1099--1118
J. Michael Harrison A broader view of Brownian networks . . 1119--1150
Alexander L. Stolyar Control of end-to-end delay tails in a
multiclass network: LWDF discipline
optimality . . . . . . . . . . . . . . . 1151--1206
Aimé Lachal Some probability distributions in
modeling DNA replication . . . . . . . . 1207--1230
David S. Leslie and
E. J. Collins Convergent multiple-timescales
reinforcement learning algorithms in
normal form games . . . . . . . . . . . 1231--1251
F. Thomas Bruss and
Rudolf Grübel On the multiplicity of the maximum in a
discrete random sample . . . . . . . . . 1252--1263
P. Chassaing and
J. F. Marckert and
M. Yor A stochastically quasi-optimal search
algorithm for the maximum of the simple
random walk . . . . . . . . . . . . . . 1264--1295
Halina Frydman and
Peter Lakner Maximum likelihood estimation of hidden
Markov processes . . . . . . . . . . . . 1296--1312
I. A. Kurkova and
Y. M. Suhov Malyshev's theory and JS-queues.
Asymptotics of stationary probabilities 1313--1354
Sidney Resnick and
Gennady Samorodnitsky Limits of on/off hierarchical product
models for data transmission . . . . . . 1355--1398
I. M. MacPhee and
M. V. Menshikov Critical random walks on two-dimensional
complexes with applications to polling
systems . . . . . . . . . . . . . . . . 1399--1422
Alexander Gajrat and
Arie Hordijk and
Ad Ridder Large-deviations analysis of the fluid
approximation for a controllable tandem
queue . . . . . . . . . . . . . . . . . 1423--1448
Landy Rabehasaina and
Bruno Sericola Stability analysis of second-order fluid
flow models in a stationary ergodic
environment . . . . . . . . . . . . . . 1449--1473
Murat Alanyali Asymptotically exact analysis of a loss
network with channel continuity . . . . 1474--1493
Irene Klein Free lunch for large financial markets
with continuous price processes . . . . 1494--1503
D. Kramkov and
W. Schachermayer Necessary and sufficient conditions in
the problem of optimal investment in
incomplete markets . . . . . . . . . . . 1504--1516
Luis H. R. Alvarez On the properties of $r$-excessive
mappings for a class of diffusions . . . 1517--1533
A. Bienvenüe and
J. Bérard Sharp asymptotic results for simplified
mutation-selection algorithms . . . . . 1534--1568
Amine Asselah and
Fabienne Castell Existence of quasi-stationary measures
for asymmetric attractive particle
systems on $ \mathbb {Z}^d $ . . . . . . 1569--1590
Fuqing Gao and
Jeremy Quastel Exponential decay of entropy in the
random transposition and
Bernoulli--Laplace models . . . . . . . 1591--1600
Yunshyong Chow and
Yu Zhang Large deviations in first-passage
percolation . . . . . . . . . . . . . . 1601--1614
J. Hüsler and
V. Piterbarg and
O. Seleznjev On convergence of the uniform norms for
Gaussian processes and linear
approximation problems . . . . . . . . . 1615--1653
Anonymous Volume Index, \booktitleAnn. Appl.
Probab., vol. 13 (2003) . . . . . . . . iii--x
Alexander L. Stolyar MaxWeight scheduling in a generalized
switch: State space collapse and
workload minimization in heavy traffic 1--53
Tsachy Weissman and
Neri Merhav Universal prediction of random binary
sequences in a noisy environment . . . . 54--89
Fabrice Guillemin and
Philippe Robert and
Bert Zwart AIMD algorithms and exponential
functionals . . . . . . . . . . . . . . 90--117
Pierre Cohort Limit theorems for random normalized
distortion . . . . . . . . . . . . . . . 118--143
François Le Gland and
Nadia Oudjane Stability and uniform approximation of
nonlinear filters using the Hilbert
metric and application to particle
filters . . . . . . . . . . . . . . . . 144--187
A. M. Etheridge Survival and extinction in a locally
regulated population . . . . . . . . . . 188--214
F. Avram and
A. E. Kyprianou and
M. R. Pistorius Exit problems for spectrally negative
Lévy processes and applications to
(Canadized) Russian options . . . . . . 215--238
Károly Böröczky and
Matthias Reitzner Approximation of smooth convex bodies by
random circumscribed polytopes . . . . . 239--273
David Bruce Wilson Mixing times of lozenge tiling and card
shuffling Markov chains . . . . . . . . 274--325
J. G. Dai and
John J. Hasenbein and
John H. Vande Vate Stability and instability of a
two-station queueing network . . . . . . 326--377
Ralph Neininger and
Ludger Rüschendorf A general limit theorem for recursive
algorithms and combinatorial structures 378--418
Wilhelm Huisinga and
Sean Meyn and
Christof Schütte Phase transitions and metastability in
Markovian and molecular systems . . . . 419--458
Jianfeng Zhang A numerical scheme for BSDEs . . . . . . 459--488
Vladimir S. Korolyuk and
Nikolaos Limnios Average and diffusion approximation of
stochastic evolutionary systems in an
asymptotic split state space . . . . . . 489--516
Amber L. Puha and
Ruth J. Williams Invariant states and rates of
convergence for a critical fluid model
of a processor sharing queue . . . . . . 517--554
H. Christian Gromoll Diffusion approximation for a processor
sharing queue in heavy traffic . . . . . 555--611
François Baccelli and
Serguei Foss Moments and tails in monotone-separable
stochastic networks . . . . . . . . . . 612--650
Marie F. Kratz and
Pierre Picco A representation of Gibbs measure for
the random energy model . . . . . . . . 651--677
B. Bouchard and
N. Touzi and
A. Zeghal Dual formulation of the utility
maximization problem: The case of
nonsmooth utility . . . . . . . . . . . 678--717
Alois Panholzer and
Helmut Prodinger Spanning tree size in random binary
search trees . . . . . . . . . . . . . . 718--733
Mark Huber Perfect sampling using bounding chains 734--753
N. H. Barton and
A. M. Etheridge and
A. K. Sturm Coalescence in a random background . . . 754--785
Mario Lefebvre A homing problem for diffusion processes
with control-dependent variance . . . . 786--795
Vijay R. Konda and
John N. Tsitsiklis Convergence rate of linear
two-time-scale stochastic approximation 796--819
J. M. P. Albin and
Gennady Samorodnitsky On overload in a storage model, with a
self-similar and infinitely divisible
input . . . . . . . . . . . . . . . . . 820--844
Julien Hugonnier and
Dmitry Kramkov Optimal investment with random
endowments in incomplete markets . . . . 845--864
Tiefeng Jiang The asymptotic distributions of the
largest entries of sample correlation
matrices . . . . . . . . . . . . . . . . 865--880
Nelly Litvak and
Willem R. van Zwet On the minimal travel time needed to
collect n items on a circle . . . . . . 881--902
Bert Zwart and
Sem Borst and
Michel Mandjes Exact asymptotics for fluid queues fed
by multiple heavy-tailed on--off flows 903--957
Carlos A. León and
François Perron Optimal Hoeffding bounds for discrete
reversible Markov chains . . . . . . . . 958--970
Claudia Klüppelberg and
Serguei Pergamenchtchikov The tail of the stationary distribution
of a random coefficient AR (q) model . . 971--1005
Franck Delcoigne and
Arnaud de La Fortelle Large deviations problems for star
networks: The min policy . . . . . . . . 1006--1028
Masakiyo Miyazawa Hitting probabilities in a Markov
additive process with linear movements
and upward jumps: Applications to risk
and queueing processes . . . . . . . . . 1029--1054
F. P. Kelly and
R. J. Williams Fluid model for a network operating
under a fair bandwidth-sharing policy 1055--1083
Rami Atar and
Avi Mandelbaum and
Martin I. Reiman Scheduling a multi class queue with many
exponential servers: asymptotic
optimality in heavy traffic . . . . . . 1084--1134
Peter E. Ney and
Anand N. Vidyashankar Local limit theory and large deviations
for supercritical Branching processes 1135--1166
Umut Çetin and
Robert Jarrow and
Philip Protter and
Yìldìray Yìldìrìm Modeling credit risk with partial
information . . . . . . . . . . . . . . 1167--1178
Holger Drees and
Ana Ferreira and
Laurens de Haan On maximum likelihood estimation of the
extreme value index . . . . . . . . . . 1179--1201
Cheng-Der Fuh Uniform Markov renewal theory and ruin
probabilities in Markov random walks . . 1202--1241
Sreela Gangopadhyay and
Rahul Roy and
Anish Sarkar Random oriented trees: a model of
drainage networks . . . . . . . . . . . 1242--1266
Rene Carmona and
Michael Tehranchi A characterization of hedging portfolios
for interest rate contingent claims . . 1267--1294
James P. Hobert and
Christian P. Robert A mixture representation of $ \pi $ with
applications in Markov chain Monte Carlo
and perfect sampling . . . . . . . . . . 1295--1305
\Lukasz Kruk and
John Lehoczky and
Steven Shreve and
Shu-Ngai Yeung Earliest-deadline-first service in
heavy-traffic acyclic networks . . . . . 1306--1352
Randal Douc and
Gersende Fort and
Eric Moulines and
Philippe Soulier Practical drift conditions for
subgeometric rates of convergence . . . 1353--1377
Miljenko Huzak and
Mihael Perman and
Hrvoje \vSiki\'c and
Zoran Vondra\vcek Ruin probabilities and decompositions
for general perturbed risk processes . . 1378--1397
Alexander Schied On the Neyman--Pearson problem for
law-invariant risk measures and robust
utility functionals . . . . . . . . . . 1398--1423
Damien Lamberton and
Gilles Pag\`es and
Pierre Tarr\`es When can the two-armed bandit algorithm
be trusted? . . . . . . . . . . . . . . 1424--1454
Michel Bena\"\im and
Sebastian J. Schreiber and
Pierre Tarr\`es Generalized URN models of evolutionary
processes . . . . . . . . . . . . . . . 1455--1478
Laird Arnault Breyer and
Mauro Piccioni and
Sergio Scarlatti Optimal scaling of MaLa for nonlinear
regression . . . . . . . . . . . . . . . 1479--1505
Arne Lòkka and
Bernt Òksendal and
Frank Proske Stochastic partial differential
equations driven by Lévy space-time white
noise . . . . . . . . . . . . . . . . . 1506--1528
R. Dante DeBlassie Iterated Brownian motion in an open set 1529--1558
Shmuel Friedland and
Brian Rider and
Ofer Zeitouni Concentration of permanent estimators
for certain large matrices . . . . . . . 1559--1576
Ilie Grigorescu and
Min Kang and
Timo Seppäläinen Behavior dominated by slow particles in
a disordered asymmetric exclusion
process . . . . . . . . . . . . . . . . 1577--1602
Jean B. Lasserre Bounds on measures satisfying moment
conditions . . . . . . . . . . . . . . . 1603--1603
Thomas Müller-Gronbach Optimal pointwise approximation of SDEs
based on Brownian motion at discrete
points . . . . . . . . . . . . . . . . . 1605--1642
R. Douc and
E. Moulines and
Jeffrey S. Rosenthal Quantitative bounds on convergence of
time-inhomogeneous Markov chains . . . . 1643--1665
Tomasz Komorowski and
Grzegorz Krupa On stationarity of Lagrangian
observations of passive tracer velocity
in a compressible environment . . . . . 1666--1697
Garud Iyengar and
Karl Sigman Exponential penalty function control of
loss networks . . . . . . . . . . . . . 1698--1740
Mark Jerrum and
Jung-Bae Son and
Prasad Tetali and
Eric Vigoda Elementary bounds on Poincaré and
log-Sobolev constants for decomposable
Markov chains . . . . . . . . . . . . . 1741--1765
Claudia Klüppelberg and
Andreas E. Kyprianou and
Ross A. Maller Ruin probabilities and overshoots for
general Lévy insurance risk processes . . 1766--1801
Rabi Bhattacharya and
Mukul Majumdar Stability in distribution of randomly
perturbed quadratic maps as Markov
processes . . . . . . . . . . . . . . . 1802--1809
Tahir Choulli and
Michael Taksar and
Xun Yu Zhou Interplay between dividend rate and
business constraints for a financial
corporation . . . . . . . . . . . . . . 1810--1837
Dmitrii S. Silvestrov and
Jozef L. Teugels Limit theorems for mixed max--sum
processes with renewal stopping . . . . 1838--1868
Paul Balister and
Béla Bollobás and
Mark Walters Continuum percolation with steps in an
annulus . . . . . . . . . . . . . . . . 1869--1879
Nicolas Fournier and
Sylvie Méléard A microscopic probabilistic description
of a locally regulated population and
macroscopic approximations . . . . . . . 1880--1919
Daren B. H. Cline and
Huay-min H. Pu Stability and the Lyapounov exponent of
threshold AR--ARCH Models . . . . . . . 1920--1949
Larry Goldstein Normal approximation for hierarchical
structures . . . . . . . . . . . . . . . 1950--1969
Sara Biagini and
Marco Frittelli On the super replication price of
unbounded claims . . . . . . . . . . . . 1970--1991
Zhiyi Chi Limit laws of estimators for critical
multi-type Galton--Watson processes . . 1992--2015
J. M. P. Albin On sampling of stationary increment
processes . . . . . . . . . . . . . . . 2016--2037
Pavel Chigansky and
Robert Liptser Stability of nonlinear filters in
nonmixing case . . . . . . . . . . . . . 2038--2056
D. P. Kroese and
W. R. W. Scheinhardt and
P. G. Taylor Spectral properties of the tandem
Jackson network, seen as a
quasi-birth-and-death process . . . . . 2057--2089
Paul Glasserman and
Bin Yu Number of paths versus number of basis
functions in American option pricing . . 2090--2119
Lea Popovic Asymptotic genealogy of a critical
branching process . . . . . . . . . . . 2120--2148
Ali Lazrak Generalized stochastic differential
utility and preference for information 2149--2175
Robert C. Dalang and
M.-O. Hongler The right time to sell a stock whose
price is driven by Markovian noise . . . 2176--2201
Paul Dupuis and
Hui Wang Dynamic importance sampling for
uniformly recurrent Markov chains . . . 1--38
Samuel Herrmann and
Peter Imkeller The exit problem for diffusions with
time-periodic drift and stochastic
resonance . . . . . . . . . . . . . . . 39--68
Sanjeev Arora and
Ravi Kannan Learning mixtures of separated
nonspherical Gaussians . . . . . . . . . 69--92
\cSerban Nacu and
Yuval Peres Fast simulation of new coins from old 93--115
Eva Strasser Characterization of arbitrage-free
markets . . . . . . . . . . . . . . . . 116--124
R. W. R. Darling and
J. R. Norris Structure of large random hypergraphs 125--152
Zhiyi Chi Large deviations for template matching
between point processes . . . . . . . . 153--174
Rolando Cavazos-Cadena and
Daniel Hernández-Hernández A characterization of the optimal
risk-sensitive average cost in finite
controlled Markov chains . . . . . . . . 175--212
Yu. Baryshnikov and
J. E. Yukich Gaussian limits for random measures in
geometric probability . . . . . . . . . 213--253
Jean-Marc Aza\"\is and
Mario Wschebor On the distribution of the maximum of a
Gaussian field with d parameters . . . . 254--278
Rudolf Grübel and
Nikol\vce Stefanoski Mixed Poisson approximation of node
depth distributions in random binary
search trees . . . . . . . . . . . . . . 279--297
Olivier Garet and
Régine Marchand Coexistence in two-type first-passage
percolation models . . . . . . . . . . . 298--330
Baris Ata and
Sunil Kumar Heavy traffic analysis of open
processing networks with complete
resource pooling: Asymptotic optimality
of discrete review policies . . . . . . 331--391
Lothar Heinrich Large deviations of the empirical volume
fraction for stationary Poisson grain
models . . . . . . . . . . . . . . . . . 392--420
Zach Dietz and
Sunder Sethuraman Large deviations for a class of
nonhomogeneous Markov chains . . . . . . 421--486
Pavel V. Gapeev The disorder problem for compound
Poisson processes with exponential jumps 487--499
Bert Zwart and
Sem Borst and
Krzystof D\kebicki Subexponential asymptotics of hybrid
fluid and ruin models . . . . . . . . . 500--517
Robert D. Foley and
David R. McDonald Large deviations of a modified Jackson
network: Stability and rough asymptotics 519--541
Robert D. Foley and
David R. McDonald Bridges and networks: Exact asymptotics 542--586
R. Douc and
A. Guillin and
J. Najim Moderate deviations for particle
filtering . . . . . . . . . . . . . . . 587--614
Dominic Schuhmacher Upper bounds for spatial point process
approximations . . . . . . . . . . . . . 615--651
Richard Arratia and
Thomas M. Liggett How likely is an i.i.d. degree sequence
to be graphical? . . . . . . . . . . . . 652--670
Iljana Zähle and
J. Theodore Cox and
Richard Durrett The stepping stone model. II:
Genealogies and the infinite sites model 671--699
Peter H. Baxendale Renewal theory and computable
convergence rates for geometrically
ergodic Markov chains . . . . . . . . . 700--738
Christopher Hoffman Coexistence for Richardson type
competing spatial growth models . . . . 739--747
Gordan \vZitkovi\'c Utility maximization with a stochastic
clock and an unbounded random endowment 748--777
Heinrich Matzinger Reconstructing a two-color scenery by
observing it along a simple random walk
path . . . . . . . . . . . . . . . . . . 778--819
Rami Atar A diffusion model of scheduling control
in queueing systems with many servers 820--852
Mathew D. Penrose and
Aidan Sudbury Exact and approximate results for
deposition and annihilation processes on
graphs . . . . . . . . . . . . . . . . . 853--889
István Berkes and
Lajos Horváth and
Piotr Kokoszka Near-integrated GARCH sequences . . . . 890--913
Zhi-Dong Bai and
Feifang Hu Asymptotics in randomized urn models . . 914--940
Pierre Del Moral and
Samy Tindel A Berry--Esseen theorem for Feynman--Kac
and interacting particle models . . . . 941--962
Erwin Bolthausen and
Giambattista Giacomin Periodic copolymers at selective
interfaces: a large deviations approach 963--983
Rinaldo B. Schinazi Mass extinctions: an alternative to the
Allee effect . . . . . . . . . . . . . . 984--991
Beno\^\ite de Saporta and
Jian-Feng Yao Tail of a linear diffusion with Markov
switching . . . . . . . . . . . . . . . 992--1018
Lorens A. Imhof The long-run behavior of the stochastic
replicator dynamics . . . . . . . . . . 1019--1045
David J. Aldous and
Antar Bandyopadhyay A survey of max-type recursive
distributional equations . . . . . . . . 1047--1110
Dirk Becherer and
Martin Schweizer Classical solutions to
reaction--diffusion systems for hedging
problems with interacting Itô and point
processes . . . . . . . . . . . . . . . 1111--1144
Bari\cs Ata and
J. M. Harrison and
L. A. Shepp Drift rate control of a Brownian
processing system . . . . . . . . . . . 1145--1160
Gérard Ben Arous and
Ji\vrí \vCerný Bouchaud's model exhibits two different
aging regimes in dimension one . . . . . 1161--1192
Michel Mandjes and
Miranda van Uitert Sample-path large deviations for tandem
and priority queues with Gaussian inputs 1193--1226
Thomas Mountford and
Hervé Guiol The motion of a second class particle
for the TASEP starting from a decreasing
shock profile . . . . . . . . . . . . . 1227--1259
Ivar Ekeland and
Erik Taflin A theory of bond portfolios . . . . . . 1260--1305
A. D. Barbour and
A. Pugliese Asymptotic behavior of a metapopulation
model . . . . . . . . . . . . . . . . . 1306--1338
Paul Dupuis and
Hui Wang On the convergence from discrete to
continuous time in an optimal stopping
problem . . . . . . . . . . . . . . . . 1339--1366
Miklós Rásonyi and
Lukasz Stettner On utility maximization in discrete-time
financial market models . . . . . . . . 1367--1395
Daniel Egloff Monte Carlo algorithms for optimal
stopping and statistical learning . . . 1396--1432
Chii-Ruey Hwang and
Shu-Yin Hwang-Ma and
Shuenn-Jyi Sheu Accelerating diffusions . . . . . . . . 1433--1444
R. A. Doney and
R. A. Maller Cramér's estimate for a reflected Lévy
process . . . . . . . . . . . . . . . . 1445--1450
Mireille Bousquet-Mélou Walks in the quarter plane: Kreweras'
algebraic model . . . . . . . . . . . . 1451--1491
Hock Peng Chan Summation test for gap penalties and
strong law of the local alignment score 1492--1505
Amaury Lambert The branching process with logistic
growth . . . . . . . . . . . . . . . . . 1506--1535
Costas A. Christophi and
Hosam M. Mahmoud The oscillatory distribution of
distances in random tries . . . . . . . 1536--1564
G. Fort and
G. O. Roberts Subgeometric ergodicity of strong Markov
processes . . . . . . . . . . . . . . . 1565--1589
Jason Schweinsberg and
Rick Durrett Random partitions approximating the
coalescence of lineages during a
selective sweep . . . . . . . . . . . . 1591--1651
David Gamarnik and
John J. Hasenbein Instability in stochastic and fluid
queueing networks . . . . . . . . . . . 1652--1690
Ying Hu and
Peter Imkeller and
Matthias Müller Utility maximization in incomplete
markets . . . . . . . . . . . . . . . . 1691--1712
Patrick Cheridito and
Damir Filipovi\'c and
Marc Yor Equivalent and absolutely continuous
measure changes for jump-diffusion
processes . . . . . . . . . . . . . . . 1713--1732
Malwina J. Luczak and
Colin McDiarmid On the power of two choices: Balls and
bins in continuous time . . . . . . . . 1733--1764
Fabrice Baudoin and
Josef Teichmann Hypoellipticity in infinite dimensions
and an application in interest rate
theory . . . . . . . . . . . . . . . . . 1765--1777
Serik Sagitov and
Peter Jagers The coalescent effective size of
age-structured populations . . . . . . . 1778--1797
Jianfeng Zhang Representation of solutions to BSDEs
associated with a degenerate FSDE . . . 1798--1831
G. J. Morrow and
Y. Zhang The sizes of the pioneering, lowest
crossing and pivotal sites in critical
percolation on the triangular lattice 1832--1886
Amarjit Budhiraja and
Arka Prasanna Ghosh A large deviations approach to
asymptotically optimal control of
crisscross network in heavy traffic . . 1887--1935
Serguei Foss and
Zbigniew Palmowski and
Stan Zachary The probability of exceeding a high
boundary on a random time interval for a
heavy-tailed random walk . . . . . . . . 1936--1957
Bénédicte Haas Equilibrium for fragmentation with
immigration . . . . . . . . . . . . . . 1958--1996
Anton Bovier and
Alessandra Faggionato Spectral characterization of aging: The
REM-like trap model . . . . . . . . . . 1997--2037
Malwina J. Luczak and
James Norris Strong approximation for the supermarket
model . . . . . . . . . . . . . . . . . 2038--2061
L. Alili and
A. E. Kyprianou Some remarks on first passage of Lévy
processes, the American put and pasting
principles . . . . . . . . . . . . . . . 2062--2080
Wolfgang Wagner Explosion phenomena in stochastic
coagulation--fragmentation models . . . 2081--2112
Michael Mania and
Martin Schweizer Dynamic exponential utility indifference
valuation . . . . . . . . . . . . . . . 2113--2143
Carlos M. Mora Numerical solution of conservative
finite-dimensional stochastic Schrödinger
equations . . . . . . . . . . . . . . . 2144--2171
Emmanuel Gobet and
Jean-Philippe Lemor and
Xavier Warin A regression-based Monte Carlo method to
solve backward stochastic differential
equations . . . . . . . . . . . . . . . 2172--2202
Richard S. Ellis and
Peter T. Otto and
Hugo Touchette Analysis of phase transitions in the
mean-field Blume--Emery--Griffiths model 2203--2254
J. M. Harrison and
R. J. Williams Workload reduction of a generalized
Brownian network . . . . . . . . . . . . 2255--2295
Adrian D. Banner and
Robert Fernholz and
Ioannis Karatzas Atlas models of equity markets . . . . . 2296--2330
Françoise P\`ene Rate of convergence in the
multidimensional central limit theorem
for stationary processes. Application to
the Knudsen gas and to the Sinai
billiard . . . . . . . . . . . . . . . . 2331--2392
Bruno Bouchard and
Huyên Pham Optimal consumption in discrete-time
financial models with industrial
investment opportunities and nonlinear
returns . . . . . . . . . . . . . . . . 2393--2421
Alexandros Beskos and
Gareth O. Roberts Exact simulation of diffusions . . . . . 2422--2444
Han\`ene Mohamed and
Philippe Robert A probabilistic analysis of some tree
algorithms . . . . . . . . . . . . . . . 2445--2471
Patrick Cheridito and
H. Mete Soner and
Nizar Touzi Small time path behavior of double
stochastic integrals and applications to
stochastic control . . . . . . . . . . . 2472--2495
Pierre Del Moral and
Josselin Garnier Genealogical particle analysis of rare
events . . . . . . . . . . . . . . . . . 2496--2534
Ashish Goel and
Sanatan Rai and
Bhaskar Krishnamachari Monotone properties of random geometric
graphs have sharp thresholds . . . . . . 2535--2552
Didier Piau Invariance principle for the coverage
rate of genomic physical mappings . . . 2553--2574
Bruno Bouchard and
Nicole El Karoui and
Nizar Touzi Maturity randomization for stochastic
control problems . . . . . . . . . . . . 2575--2605
Rami Atar Scheduling control for queueing systems
with many servers: Asymptotic optimality
in heavy traffic . . . . . . . . . . . . 2606--2650
Henrik Hult and
Filip Lindskog and
Thomas Mikosch and
Gennady Samorodnitsky Functional large deviations for
multivariate regularly varying random
walks . . . . . . . . . . . . . . . . . 2651--2680
Ahmed Kebaier Statistical Romberg extrapolation: a new
variance reduction method and
applications to option pricing . . . . . 2681--2705
Liqing Yan Asymptotic error for the Milstein scheme
for SDEs driven by continuous
semimartingales . . . . . . . . . . . . 2706--2738
Michael A. Kouritzin and
Wei Sun Rates for branching particle
approximations of continuous-discrete
filters . . . . . . . . . . . . . . . . 2739--2772
M. De Donno and
M. Pratelli A theory of stochastic integration for
bond markets . . . . . . . . . . . . . . 2773--2791
Erwin Bolthausen and
Nicola Kistler On a nonhierarchical version of the
generalized random energy model . . . . 1--14
Niels Richard Hansen The maximum of a random walk reflected
at a general barrier . . . . . . . . . . 15--29
Sharad Goel Analysis of top to bottom- k shuffles 30--55
David Gamarnik and
Assaf Zeevi Validity of heavy traffic steady-state
approximations in generalized Jackson
networks . . . . . . . . . . . . . . . . 56--90
R. A. Doney and
A. E. Kyprianou Overshoots and undershoots of Lévy
processes . . . . . . . . . . . . . . . 91--106
Antoine Lejay and
Miguel Martinez A scheme for simulating one-dimensional
diffusion processes with discontinuous
coefficients . . . . . . . . . . . . . . 107--139
François Delarue and
Stéphane Menozzi A forward--backward stochastic algorithm
for quasi-linear PDEs . . . . . . . . . 140--184
Martin Dyer and
Leslie Ann Goldberg and
Mark Jerrum Systematic scan for sampling colorings 185--230
Johan Jonasson The overhand shuffle mixes in $ \Theta
(n^2 \log n) $ steps . . . . . . . . . . 231--243
D. R. McDonald and
J. Reynier Mean field convergence of a model of
multiple TCP connections through a
buffer implementing RED . . . . . . . . 244--294
Oleksiy Khorunzhiy and
Werner Kirsch and
Peter Müller Lifshitz tails for spectra of
Erd\Hos--Rényi random graphs . . . . . . 295--309
Sean P. Meyn Large deviation asymptotics and control
variates for simulating large functions 310--339
Li-X. Zhang and
Feifang Hu and
Siu Hung Cheung Asymptotic theorems of sequential
estimation-adjusted urn models . . . . . 340--369
Rainer Siegmund-Schultze and
Wolfgang Wagner Induced gelation in a two-site spatial
coagulation model . . . . . . . . . . . 370--402
L. Belhadji and
N. Lanchier Individual versus cluster recoveries
within a spatially structured population 403--422
Deli Li and
Andrew Rosalsky Some strong limit theorems for the
largest entries of sample correlation
matrices . . . . . . . . . . . . . . . . 423--447
N. Lanchier and
C. Neuhauser Stochastic spatial models of
host-pathogen and host-mutualist
interactions I . . . . . . . . . . . . . 448--474
Peter Neal and
Gareth Roberts Optimal scaling for partially updating
MCMC algorithms . . . . . . . . . . . . 475--515
\Lukasz Kruk and
John Lehoczky and
Steven Shreve Accuracy of state space collapse for
earliest-deadline-first queues . . . . . 516--561
Donald A. Dawson and
Shui Feng Asymptotic behavior of the
Poisson--Dirichlet distribution for
large mutation rate . . . . . . . . . . 562--582
Elchanan Mossel and
Sébastien Roch Learning nonsingular phylogenies and
hidden Markov models . . . . . . . . . . 583--614
Ben Morris The mixing time for simple exclusion . . 615--635
Kenneth S. Alexander and
Vladas Sidoravicius Pinning of polymers and interfaces by
random potentials . . . . . . . . . . . 636--669
Jean-Rene Chazottes and
Frank Redig and
Evgeny Verbitskiy On approximate pattern matching for a
class of Gibbs random fields . . . . . . 670--684
Alison Etheridge and
Peter Pfaffelhuber and
Anton Wakolbinger An approximate sampling formula under
genetic hitchhiking . . . . . . . . . . 685--729
Xianping Guo and
Ulrich Rieder Average optimality for continuous-time
Markov decision processes in Polish
spaces . . . . . . . . . . . . . . . . . 730--756
Pao-Liu Chow Asymptotics of solutions to semilinear
stochastic wave equations . . . . . . . 757--789
Peter Brockwell and
Erdenebaatar Chadraa and
Alexander Lindner Continuous-time GARCH processes . . . . 790--826
Laurent Denis and
Claude Martini A theoretical framework for the pricing
of contingent claims in the presence of
model uncertainty . . . . . . . . . . . 827--852
Friedrich Hubalek and
Jan Kallsen and
Leszek Krawczyk Variance-optimal hedging for processes
with stationary independent increments 853--885
Luc Devroye and
Hsien-Kuei Hwang Width and mode of the profile for some
random trees of logarithmic height . . . 886--918
Lothar Heinrich and
Hendrik Schmidt and
Volker Schmidt Central limit theorems for Poisson
hyperplane tessellations . . . . . . . . 919--950
Jose Blanchet and
Peter Glynn Complete corrected diffusion
approximations for the maximum of a
random walk . . . . . . . . . . . . . . 951--983
Yuri Kifer Error estimates for binomial
approximations of game options . . . . . 984--1033
Johan Jonasson Biased random-to-top shuffling . . . . . 1034--1058
E. D. Andjel and
M. V. Menshikov and
V. V. Sisko Positive recurrence of processes
associated to crystal growth models . . 1059--1085
Laurent Goergen Limit velocity and zero--one laws for
diffusions in random environment . . . . 1086--1123
Emmanuelle Clément and
Arturo Kohatsu-Higa and
Damien Lamberton A duality approach for the weak
approximation of stochastic differential
equations . . . . . . . . . . . . . . . 1124--1154
Benjamin Chan and
Richard Durrett A new coexistence result for competing
contact processes . . . . . . . . . . . 1155--1165
Peter Neal Multitype randomized Reed--Frost
epidemics and epidemics upon random
graphs . . . . . . . . . . . . . . . . . 1166--1189
Erhan Bayraktar and
Savas Dayanik and
Ioannis Karatzas Adaptive Poisson disorder problem . . . 1190--1261
Niels Richard Hansen Local alignment of Markov chains . . . . 1262--1296
Thomas P. Hayes and
Eric Vigoda Coupling with the stationary
distribution and improved sampling for
colorings and independent sets . . . . . 1297--1318
Thorsten Rheinländer and
Gallus Steiger The minimal entropy martingale measure
for general Barndorff--Nielsen/Shephard
models . . . . . . . . . . . . . . . . . 1319--1351
Dmitry Kramkov and
Mihai S\^\irbu On the two-times differentiability of
the value functions in the problem of
optimal investment in incomplete markets 1352--1384
N. Lanchier and
C. Neuhauser A spatially explicit model for
competition among specialists and
generalists in a heterogeneous
environment . . . . . . . . . . . . . . 1385--1410
Victor F. Araman and
Peter W. Glynn Tail asymptotics for the maximum of
perturbed random walk . . . . . . . . . 1411--1431
Serge Cohen and
Gennady Samorodnitsky Random rewards, fractional Brownian
local times and stable self-similar
processes . . . . . . . . . . . . . . . 1432--1461
Christophe Andrieu and
Éric Moulines On the ergodicity properties of some
adaptive MCMC algorithms . . . . . . . . 1462--1505
N. Cancrini and
P. Caputo and
F. Martinelli Relaxation time of $L$-reversal chains
and other chromosome shuffles . . . . . 1506--1527
Brad Luen and
Kavita Ramanan and
Ilze Ziedins Nonmonotonicity of phase transitions in
a loss network with controls . . . . . . 1528--1562
M. A. Steel and
L. A. Székely On the variational distance of two trees 1563--1575
Erik Ekström and
Stephane Villeneuve On the value of optimal stopping games 1576--1596
Mireille Bousquet-Mélou and
Svante Janson The density of the ISE and local limit
laws for embedded trees . . . . . . . . 1597--1632
Jak\vsa Cvitani\'c and
Robert Liptser and
Boris Rozovskii A filtering approach to tracking
volatility from prices observed at
random times . . . . . . . . . . . . . . 1633--1652
Mario V. Wüthrich A heteropolymer in a medium with random
droplets . . . . . . . . . . . . . . . . 1653--1670
Abdelkader Mokkadem and
Mariane Pelletier Convergence rate and averaging of
nonlinear two-time-scale stochastic
approximation algorithms . . . . . . . . 1671--1702
J. Michael Harrison Correction: ``Brownian models of open
processing networks: canonical
representation of workload'' . . . . . . 1703--1732
Rui Dong and
Christina Goldschmidt and
James B. Martin Coagulation--fragmentation duality,
Poisson--Dirichlet distributions and
random recursive trees . . . . . . . . . 1733--1750
Xun Li and
Xun Yu Zhou Continuous-time mean-variance
efficiency: the $ 80 \% $ rule . . . . . 1751--1763
Rami Atar and
Avi Mandelbaum and
Gennady Shaikhet Queueing systems with many servers: Null
controllability in heavy traffic . . . . 1764--1804
Fred Kochman and
Jim Reeds A simple proof of Kaijser's unique
ergodicity result for hidden Markov $
\alpha $-chains . . . . . . . . . . . . 1805--1815
I. M. MacPhee and
M. V. Menshikov and
S. Popov and
S. Volkov Periodicity in the transient regime of
exhaustive polling systems . . . . . . . 1816--1850
Samuel Herrmann and
Peter Imkeller and
Dierk Peithmann Transition times and stochastic
resonance for multidimensional
diffusions with time periodic drift: A
large deviations approach . . . . . . . 1851--1892
Kurt Majewski Sample path large deviations for
multiclass feedforward queueing networks
in critical loading . . . . . . . . . . 1893--1924
Karen Ball and
Thomas G. Kurtz and
Lea Popovic and
Greg Rempala Asymptotic analysis of multiscale
approximations to reaction networks . . 1925--1961
Amarjit Budhiraja and
Arka Prasanna Ghosh Diffusion approximations for controlled
stochastic networks: An asymptotic bound
for the value function . . . . . . . . . 1962--2006
Nelson Antunes and
Christine Fricker and
Philippe Robert and
Danielle Tibi Analysis of loss networks with routing 2007--2026
Dirk Becherer Bounded solutions to backward SDEs with
jumps for utility optimization and
indifference hedging . . . . . . . . . . 2027--2054
Irene Klein Market free lunch and large financial
markets . . . . . . . . . . . . . . . . 2055--2077
Didier Piau Harmonic continuous-time branching
moments . . . . . . . . . . . . . . . . 2078--2097
Persi Diaconis and
Laurent Saloff-Coste Separation cut-offs for birth and death
chains . . . . . . . . . . . . . . . . . 2098--2122
Gareth O. Roberts and
Jeffrey S. Rosenthal Harris recurrence of
Metropolis-within-Gibbs and
trans-dimensional Markov chains . . . . 2123--2139
Dmitry Kramkov and
Mihai S\^\irbu Sensitivity analysis of utility-based
prices and risk-tolerance wealth
processes . . . . . . . . . . . . . . . 2140--2194
Michael G. B. Blum and
Olivier François and
Svante Janson The mean, variance and limiting
distribution of two statistics sensitive
to phylogenetic tree balance . . . . . . 2195--2214
Elchanan Mossel and
Eric Vigoda Limitations of Markov chain Monte Carlo
algorithms for Bayesian inference of
phylogeny . . . . . . . . . . . . . . . 2215--2234
Amarjit Budhiraja and
Kevin Ross Existence of optimal controls for
singular control problems with state
constraints . . . . . . . . . . . . . . 2235--2255
Youssef Sa\"\idi and
Jean-Michel Zako\"\ian Stationarity and geometric ergodicity of
a class of nonlinear ARCH models . . . . 2256--2271
P. E. Ney and
Anand N. Vidyashankar Corrections and acknowledgment for
``Local limit theory and large
deviations for supercritical branching
processes'' . . . . . . . . . . . . . . 2272--2272
Yuri Kifer Error estimates for binomial
approximations of game options . . . . . 2273--2275
Richard Durrett and
Deena Schmidt Waiting for regulatory sequences to
appear . . . . . . . . . . . . . . . . . 1--32
Vlad Bally and
Marie-Pierre Bavouzet and
Marouen Messaoud Integration by parts formula for locally
smooth laws and applications to
sensitivity computations . . . . . . . . 33--66
Stephen G. Walker and
Spyridon J. Hatjispyros and
Theodoros Nicoleris A Fleming--Viot process and Bayesian
nonparametrics . . . . . . . . . . . . . 67--80
Z. D. Bai and
Jack W. Silverstein On the signal-to-interference ratio of
CDMA systems in wireless communications 81--101
Nicolas Champagnat and
Amaury Lambert Evolution of discrete populations and
the canonical diffusion of adaptive
dynamics . . . . . . . . . . . . . . . . 102--155
Florin Avram and
Zbigniew Palmowski and
Martijn R. Pistorius On the optimal dividend problem for a
spectrally negative Lévy process . . . . 156--180
Guang-Ming Pan and
Mei-Hui Guo and
Wang Zhou Asymptotic distributions of the
signal-to-interference ratios of LMMSE
detection in multiuser communications 181--206
George Yin and
Hanqin Zhang Singularly perturbed Markov chains:
Limit results and applications . . . . . 207--229
Ralph P. Russo and
Nariankadu D. Shyamalkumar Reading policies for joins: An
asymptotic analysis . . . . . . . . . . 230--264
Matthew O. Jones and
Richard F. Serfozo Poisson limits of sums of point
processes and a particle-survivor model 265--283
Yongtao Guan and
Stephen M. Krone Small-world MCMC and convergence to
multi-modal distributions: From slow
mixing to fast mixing . . . . . . . . . 284--304
Francois Baccelli and
Charles Bordenave The radial spanning tree of a Poisson
point process . . . . . . . . . . . . . 305--359
Abba M. Krieger and
Moshe Pollak and
Ester Samuel-Cahn Select sets: Rank and file . . . . . . . 360--385
Darrell Duffie and
Yeneng Sun Existence of independent random matching 386--419
A. J. E. M. Janssen and
J. S. H. van Leeuwaarden On Lerch's transcendent and the Gaussian
random walk . . . . . . . . . . . . . . 421--439
Hock Peng Chan and
Tze Leung Lai Efficient importance sampling for Monte
Carlo evaluation of exceedance
probabilities . . . . . . . . . . . . . 440--473
M. Hutzenthaler and
A. Wakolbinger Ergodic behavior of locally regulated
branching populations . . . . . . . . . 474--501
Jean Mairesse and
Frédéric Mathéus Randomly growing braid on three strands
and the manta ray . . . . . . . . . . . 502--536
Janet E. Heffernan and
Sidney I. Resnick Limit laws for random vectors with an
extreme component . . . . . . . . . . . 537--571
Alexander Roitershtein One-dimensional linear recursions with
Markov-dependent coefficients . . . . . 572--608
Y. Git and
J. W. Harris and
S. C. Harris Exponential growth rates in a typed
branching diffusion . . . . . . . . . . 609--653
Anna Ja\'skiewicz Average optimality for risk-sensitive
control with general state space . . . . 654--675
Florian Dennert and
Rudolf Grübel Renewals for exponentially increasing
lifetimes, with an application to
digital search trees . . . . . . . . . . 676--687
Pavel Chigansky and
Ramon van Handel Model robustness of finite state
nonlinear filtering over the infinite
time horizon . . . . . . . . . . . . . . 688--715
Saul Jacka and
Abdelkarem Berkaoui On the density of properly maximal
claims in financial markets with
transaction costs . . . . . . . . . . . 716--740
W. Kang and
R. J. Williams An invariance principle for
semimartingale reflecting Brownian
motions in domains with piecewise smooth
boundaries . . . . . . . . . . . . . . . 741--779
Stephen B. Connor and
Wilfrid S. Kendall Perfect simulation for a class of
positive recurrent Markov chains . . . . 781--808
Laurent Massoulié Structural properties of proportional
fairness: Stability and insensitivity 809--839
Feng Yu Stationary distributions of a model of
sympatric speciation . . . . . . . . . . 840--874
Walid Hachem and
Philippe Loubaton and
Jamal Najim Deterministic equivalents for certain
functionals of large random matrices . . 875--930
Thomas P. Hayes and
Alistair Sinclair A general lower bound for mixing of
single-site dynamics on graphs . . . . . 931--952
Craig A. Tracy and
Harold Widom Nonintersecting Brownian excursions . . 953--979
Konstantin Mischaikow and
Thomas Wanner Probabilistic validation of homology
computations for nodal domains . . . . . 980--1018
Zhiyi Chi Uniform convergence of exact large
deviations for renewal reward processes 1019--1048
H. Christian Gromoll and
\Lukasz Kruk Heavy traffic limit for a processor
sharing queue with soft deadlines . . . 1049--1101
Eddy Mayer-Wolf and
Moshe Zakai Some relations between mutual
information and estimation error in
Wiener space . . . . . . . . . . . . . . 1102--1116
Daniela Bertacchi and
Gustavo Posta and
Fabio Zucca Ecological equilibrium for restrained
branching random walks . . . . . . . . . 1117--1137
Daniel Egloff and
Michael Kohler and
Nebojsa Todorovic A dynamic look-ahead Monte Carlo
algorithm for pricing Bermudan options 1138--1171
Rui Dong and
Alexander Gnedin and
Jim Pitman Exchangeable partitions derived from
Markovian coalescents . . . . . . . . . 1172--1201
Vladislav Kargin A large deviation inequality for vector
functions on finite reversible Markov
Chains . . . . . . . . . . . . . . . . . 1202--1221
Myl\`ene Bédard Weak convergence of Metropolis
algorithms for non-i.i.d. target
distributions . . . . . . . . . . . . . 1222--1244
Dariusz Buraczewski On invariant measures of stochastic
recursions in a critical case . . . . . 1245--1272
Jean-Baptiste Gouéré Shape of territories in some competing
growth models . . . . . . . . . . . . . 1273--1305
Paul Dupuis and
Ali Devin Sezer and
Hui Wang Dynamic importance sampling for queueing
networks . . . . . . . . . . . . . . . . 1306--1346
Glenn Merlet A central limit theorem for stochastic
recursive sequences of topical operators 1347--1361
Francesco Caravenna and
Giambattista Giacomin and
Lorenzo Zambotti A renewal theory approach to periodic
copolymers with adsorption . . . . . . . 1362--1398
Romuald Elie and
Jean-David Fermanian and
Nizar Touzi Kernel estimation of Greek weights by
parameter randomization . . . . . . . . 1399--1423
Nayantara Bhatnagar and
Pietro Caputo and
Prasad Tetali and
Eric Vigoda Analysis of top-swap shuffling for
genome rearrangements . . . . . . . . . 1424--1445
Iain MacPhee and
Mikhail Menshikov and
Dimitri Petritis and
Serguei Popov A Markov chain model of a polling system
with parameter regeneration . . . . . . 1447--1473
Jochen Blath and
Alison Etheridge and
Mark Meredith Coexistence in locally regulated
competing populations and survival of
branching annihilating random walk . . . 1474--1507
Feng Yu Stationary distribution for dioecious
branching particle systems with rapid
stirring . . . . . . . . . . . . . . . . 1508--1537
Julien Guyon Limit theorems for bifurcating Markov
chains. Application to the detection of
cellular aging . . . . . . . . . . . . . 1538--1569
Shui Feng Large deviations associated with
Poisson--Dirichlet distribution and
Ewens sampling formula . . . . . . . . . 1570--1595
Adrian Röllin Translated Poisson approximation using
exchangeable pair couplings . . . . . . 1596--1614
Monique Jeanblanc and
Susanne Klöppel and
Yoshio Miyahara Minimal $ f^q$-martingale measures for
exponential Lévy processes . . . . . . . 1615--1638
Maria Deijfen and
Olle Häggström The two-type Richardson model with
unbounded initial configurations . . . . 1639--1656
M. Hairer and
A. M. Stuart and
J. Voss Analysis of SPDEs arising in path
sampling part II: The nonlinear case . . 1657--1706
Pietro Caputo and
Alessandra Faggionato Isoperimetric inequalities and mixing
time for a random walk on a random point
process . . . . . . . . . . . . . . . . 1707--1744
Rami Atar and
Amarjit Budhiraja and
Ruth J. Williams HJB equations for certain singularly
controlled diffusions . . . . . . . . . 1745--1776
Matthias Birkner and
Andrej Depperschmidt Survival and complete convergence for a
spatial branching system with local
regulation . . . . . . . . . . . . . . . 1777--1807
Stephen B. Connor and
Wilfrid S. Kendall Perfect simulation for a class of
positive recurrent Markov chains . . . . 1808--1810
Conrad J. Burden and
Miriam R. Kantorovitz and
Susan R. Wilson Approximate word matches between two
random sequences . . . . . . . . . . . . 1--21
Kavita Ramanan and
Martin I. Reiman The heavy traffic limit of an unbalanced
generalized processor sharing model . . 22--58
Anja Sturm and
Jan Swart Voter models with heterozygosity
selection . . . . . . . . . . . . . . . 59--99
Aidan Sudbury The expected duration of random
sequential adsorption . . . . . . . . . 100--108
Aernout C. D. van Enter and
Christof Külske Nonexistence of random gradient Gibbs
measures in continuous interface models
in d =2 . . . . . . . . . . . . . . . . 109--119
Xin Guo and
Yan Zeng Intensity process and compensator: a new
filtration expansion approach and the
Jeulin--Yor theorem . . . . . . . . . . 120--142
Christian Bender and
Jianfeng Zhang Time discretization and Markovian
iteration for coupled FBSDEs . . . . . . 143--177
Arnaud Debussche and
Eric Gautier Small noise asymptotic of the timing
jitter in soliton transmission . . . . . 178--208
Jean-François Marckert The lineage process in Galton--Watson
trees and globally centered discrete
snakes . . . . . . . . . . . . . . . . . 209--244
Long Jiang Convexity, translation invariance and
subadditivity for $g$-expectations and
related risk measures . . . . . . . . . 245--258
Sergiu Hart and
Yosef Rinott and
Benjamin Weiss Evolutionarily stable strategies of
random games, and the vertices of random
polygons . . . . . . . . . . . . . . . . 259--287
Michael Drmota and
Svante Janson and
Ralph Neininger A functional limit theorem for the
profile of search trees . . . . . . . . 288--333
Richard Durrett and
Mateo Restrepo One-dimensional stepping stone models,
sardine genetics and Brownian local time 334--358
Moez Draief and
Ayalvadi Ganesh and
Laurent Massoulié Thresholds for virus spread on networks 359--378
Fabien Panloup Recursive computation of the invariant
measure of a stochastic differential
equation driven by a Lévy process . . . . 379--426
Harald Luschgy and
Gilles Pag\`es Functional quantization rate and mean
regularity of processes with an
application to Lévy processes . . . . . . 427--469
Alexei Onatski The Tracy--Widom limit for the largest
eigenvalues of singular complex Wishart
matrices . . . . . . . . . . . . . . . . 470--490
Paolo Guasoni and
Miklós Rásonyi and
Walter Schachermayer Consistent price systems and
face-lifting pricing under transaction
costs . . . . . . . . . . . . . . . . . 491--520
Lancelot F. James and
Antonio Lijoi and
Igor Prünster Distributions of linear functionals of
two parameter Poisson--Dirichlet random
measures . . . . . . . . . . . . . . . . 521--551
Savas Dayanik and
H. Vincent Poor and
Semih O. Sezer Multisource Bayesian sequential change
detection . . . . . . . . . . . . . . . 552--590
Carlos M. Mora and
Rolando Rebolledo Basic properties of nonlinear stochastic
Schrödinger equations driven by Brownian
motions . . . . . . . . . . . . . . . . 591--619
Johannes Leitner Convex pricing by a generalized entropy
penalty . . . . . . . . . . . . . . . . 620--631
Rainer Buckdahn and
Jin Ma and
Catherine Rainer Stochastic control problems for systems
driven by normal martingales . . . . . . 632--663
Gersende Fort and
Sean Meyn and
Eric Moulines and
Pierre Priouret The ODE method for stability of
skip-free Markov chains with
applications to MCMC . . . . . . . . . . 664--707
Charles Bordenave Navigation on a Poisson point process 708--746
J. Theodore Cox and
Edwin A. Perkins Renormalization of the two-dimensional
Lotka--Volterra model . . . . . . . . . 747--812
L. C. G. Rogers and
Fanyin Zhou Estimating correlation from high, low,
opening and closing prices . . . . . . . 813--823
Mark Braverman and
Omid Etesami and
Elchanan Mossel Mafia: a theoretical study of players
and coalitions in a partial information
environment . . . . . . . . . . . . . . 825--846
Ludger Rüschendorf and
Mikhail A. Urusov On a class of optimal stopping problems
for diffusions with discontinuous
coefficients . . . . . . . . . . . . . . 847--878
\Lukasz Delong and
Claudia Klüppelberg Optimal investment and consumption in a
Black--Scholes market with Lévy-driven
stochastic coefficients . . . . . . . . 879--908
Janko Gravner and
Alexander E. Holroyd Slow convergence in bootstrap
percolation . . . . . . . . . . . . . . 909--928
Sara Biagini and
Marco Frittelli A unified framework for utility
maximization problems: An Orlicz space
approach . . . . . . . . . . . . . . . . 929--966
Vincent Bansaye Proliferating parasites in dividing
cells: Kimmel's branching model
revisited . . . . . . . . . . . . . . . 967--996
Jean-François Delmas and
Jean-Stéphane Dhersin and
Arno Siri-Jegousse Asymptotic results on the length of
coalescent trees . . . . . . . . . . . . 997--1025
Vladislav V. Vysotsky Clustering in a stochastic model of
one-dimensional gas . . . . . . . . . . 1026--1058
Sofia Aberg and
Igor Rychlik and
M. Ross Leadbetter Palm distributions of wave
characteristics in encountering seas . . 1059--1084
Svante Janson and
Malwina J. Luczak Asymptotic normality of the $k$-core in
random graphs . . . . . . . . . . . . . 1085--1137
Carenne Ludeña $ L^p $-variations for multifractal
fractional random walks . . . . . . . . 1138--1163
Vathana Ly Vath and
Huyên Pham and
Stéphane Villeneuve A mixed singular/switching control
problem for a dividend policy with
reversible technology investment . . . . 1164--1200
Gareth O. Roberts and
Jeffrey S. Rosenthal Variance bounding Markov chains . . . . 1201--1214
Omer Angel and
Yuval Peres and
David B. Wilson Card shuffling and Diophantine
approximation . . . . . . . . . . . . . 1215--1231
G. M. Pan and
W. Zhou Central limit theorem for
signal-to-interference ratio of reduced
rank linear receiver . . . . . . . . . . 1232--1270
Yan Dolinsky and
Yuri Kifer Error estimates for binomial
approximations of game options . . . . . 1271--1277
Tim D. Austin The emergence of the deterministic
Hodgkin--Huxley equations as a limit
from the underlying stochastic
ion-channel mechanism . . . . . . . . . 1279--1325
David Coupier Two sufficient conditions for Poisson
approximations in the ferromagnetic
Ising model . . . . . . . . . . . . . . 1326--1350
Jose Blanchet and
Peter Glynn Efficient rare-event simulation for the
maximum of heavy-tailed random walks . . 1351--1378
Samuel Herrmann and
Peter Imkeller and
Dierk Peithmann Large deviations and a Kramers' type law
for self-stabilizing diffusions . . . . 1379--1423
Nabil Kahale Analytic crossing probabilities for
certain barriers by Brownian motion . . 1424--1440
David Windisch On the disconnection of a discrete
cylinder by a biased random walk . . . . 1441--1490
Ioannis Kontoyiannis and
Sean P. Meyn Computable exponential bounds for
screened estimation and simulation . . . 1491--1518
Antonio Lijoi and
Igor Prünster and
Stephen G. Walker Bayesian nonparametric estimators
derived from conditional Gibbs
structures . . . . . . . . . . . . . . . 1519--1547
Rami Atar Central limit theorem for a many-server
queue with random service rates . . . . 1548--1568
Fabio Lucio Toninelli Disordered pinning models and
copolymers: Beyond annealed bounds . . . 1569--1587
Peter Eichelsbacher and
Gesine Reinert Stein's method for discrete Gibbs
measures . . . . . . . . . . . . . . . . 1588--1618
Nobuo Yoshida Central limit theorem for branching
random walks in random environment . . . 1619--1635
B. G. Pittel On the largest component of a random
graph with a subpower-law degree
sequence in a subcritical phase . . . . 1636--1650
Svante Janson The largest component in a subcritical
random graph with a power law degree
distribution . . . . . . . . . . . . . . 1651--1668
R. L. Loeffen On optimality of the barrier strategy in
de Finetti's dividend problem for
spectrally negative Lévy processes . . . 1669--1680
Vicky Henderson and
David Hobson An explicit solution for an optimal
stopping/optimal control problem which
models an asset sale . . . . . . . . . . 1681--1705
Benjamin Jourdain and
Florent Malrieu Propagation of chaos and Poincaré
inequalities for a system of particles
interacting through their cdf . . . . . 1706--1736
Yan Dolinsky and
Yuri Kifer Binomial approximations of shortfall
risk for game options . . . . . . . . . 1737--1770
Oskar Sandberg Neighbor selection and hitting
probability in small-world graphs . . . 1771--1793
Shui Feng and
Fuqing Gao Moderate deviations for
Poisson--Dirichlet distribution . . . . 1794--1824
Alexander Cherny Brownian moving averages have
conditional full support . . . . . . . . 1825--1830
Ou Zhao and
Michael Woodroofe On martingale approximations . . . . . . 1831--1847
Bernard Bercu and
Abderrahmen Touati Exponential inequalities for
self-normalized martingales with
applications . . . . . . . . . . . . . . 1848--1869
A. M. G. Cox and
David Hobson and
Jan Ob\lój Pathwise inequalities for local time:
Applications to Skorokhod embeddings and
optimal stopping . . . . . . . . . . . . 1870--1896
Allan Sly Uniqueness thresholds on trees versus
graphs . . . . . . . . . . . . . . . . . 1897--1909
Giovanni Peccati and
Igor Prünster Linear and quadratic functionals of
random hazard rates: An asymptotic
analysis . . . . . . . . . . . . . . . . 1910--1943
Christopher Hoffman Geodesics in first passage percolation 1944--1969
Gusztáv Morvai and
Benjamin Weiss On universal estimates for binary
renewal processes . . . . . . . . . . . 1970--1992
Amir Dembo and
Andrea Montanari Finite size scaling for the core of
large random hypergraphs . . . . . . . . 1993--2040
Stéphane Crépey and
Anis Matoussi Reflected and doubly reflected BSDEs
with jumps: A priori estimates and
comparison . . . . . . . . . . . . . . . 2041--2069
Walid Hachem and
Philippe Loubaton and
Jamal Najim A CLT for information-theoretic
statistics of Gram random matrices with
a given variance profile . . . . . . . . 2071--2130
Iain MacPhee and
Mikhail Menshikov and
Dimitri Petritis and
Serguei Popov Polling systems with parameter
regeneration, the general case . . . . . 2131--2155
Laurent Decreusefond and
Pascal Moyal A functional central limit theorem for
the M/GI/$ \infty $ queue . . . . . . . 2156--2178
Soumik Pal and
Jim Pitman One-dimensional Brownian particle
systems with rank-dependent drifts . . . 2179--2207
A. D. Barbour and
M. J. Luczak Laws of large numbers for epidemic
models with countably many types . . . . 2208--2238
J. G. Dai and
Wuqin Lin Asymptotic optimality of maximum
pressure policies in stochastic
processing networks . . . . . . . . . . 2239--2299
Jean-Baptiste Gouéré and
Régine Marchand Continuous first-passage percolation and
continuous greedy paths model: Linear
growth . . . . . . . . . . . . . . . . . 2300--2319
Ester Gabetta and
Eugenio Regazzini Central limit theorem for the solution
of the Kac equation . . . . . . . . . . 2320--2336
Wei-Dong Liu and
Zhengyan Lin and
Qi-Man Shao The asymptotic distribution and
Berry--Esseen bound of a new test for
independence in high dimension with an
application to stochastic optimization 2337--2366
Amarjit Budhiraja and
Kevin Ross Optimal stopping and free boundary
characterizations for some Brownian
control problems . . . . . . . . . . . . 2367--2391
Daniel Remenik The contact process in a dynamic random
environment . . . . . . . . . . . . . . 2392--2420
Florin Avram and
Zbigniew Palmowski and
Martijn R. Pistorius Exit problem of a two-dimensional risk
process from the quadrant: Exact and
asymptotic results . . . . . . . . . . . 2421--2449
Remco van der Hofstad and
Peter Mörters and
Nadia Sidorova Weak and almost sure limits for the
parabolic Anderson model with heavy
tailed potentials . . . . . . . . . . . 2450--2494
Tomasz R. Bielecki and
Monique Jeanblanc and
Marek Rutkowski Pricing and trading credit default swaps
in a hazard process model . . . . . . . 2495--2529
Andrei Y. Yakovlev and
Nikolay M. Yanev Relative frequencies in multitype
branching processes . . . . . . . . . . 1--14
Rick Durrett and
Lea Popovic Degenerate diffusions arising from gene
duplication models . . . . . . . . . . . 15--48
Boris Buchmann and
Ngai Hang Chan Integrated functionals of normal and
fractional processes . . . . . . . . . . 49--70
Martin Dyer and
Leslie Ann Goldberg and
Mark Jerrum Matrix norms and rapid mixing for spin
systems . . . . . . . . . . . . . . . . 71--107
S. N. Lahiri and
S. Sun A Berry--Esseen theorem for sample
quantiles under weak dependence . . . . 108--126
Mark Craddock and
Kelly A. Lennox The calculation of expectations for
classes of diffusion processes by Lie
symmetry methods . . . . . . . . . . . . 127--157
Yu. Baryshnikov and
Mathew D. Penrose and
J. E. Yukich Gaussian limits for generalized spacings 158--185
Emanuele Dolera and
Ester Gabetta and
Eugenio Regazzini Reaching the best possible rate of
convergence to equilibrium for solutions
of Kac's equation via central limit
theorem . . . . . . . . . . . . . . . . 186--209
Martin Jacobsen and
Thomas Mikosch and
Jan Rosi\'nski and
Gennady Samorodnitsky Inverse problems for regular variation
of linear filters, a cancellation
property for $ \sigma $-finite measures
and identification of stable laws . . . 210--242
H. Christian Gromoll and
Ruth J. Williams Fluid limits for networks with bandwidth
sharing and general document size
distributions . . . . . . . . . . . . . 243--280
Pablo A. Ferrari and
James B. Martin and
Leandro P. R. Pimentel A phase transition for competition
interfaces . . . . . . . . . . . . . . . 281--317
Josselin Garnier and
Knut Sòlna Coupled paraxial wave equations in
random media in the white-noise regime 318--346
Paolo Dai Pra and
Wolfgang J. Runggaldier and
Elena Sartori and
Marco Tolotti Large portfolio losses: a dynamic
contagion model . . . . . . . . . . . . 347--394
Lars Holden and
Ragnar Hauge and
Marit Holden Adaptive independent
Metropolis--Hastings . . . . . . . . . . 395--413
Daniele D'Angeli and
Alfredo Donno Crested products of Markov chains . . . 414--453
Augusto Teixeira On the uniqueness of the infinite
cluster of the vacant set of random
interlacements . . . . . . . . . . . . . 454--466
Eric Clarkson and
J. L. Denny and
Larry Shepp ROC and the bounds on tail probabilities
via theorems of Dubins and F. Riesz . . 467--476
Rick Durrett Coexistence in stochastic spatial models 477--496
Benjamin T. Graham Rate of relaxation for a mean-field
zero-range process . . . . . . . . . . . 497--520
Rami Atar and
Gennady Shaikhet Critically loaded queueing models that
are throughput suboptimal . . . . . . . 521--555
Yacine A\"\it-Sahalia and
Julio Cacho-Diaz and
T. R. Hurd Portfolio choice with jumps: a
closed-form solution . . . . . . . . . . 556--584
Yannis G. Yatracos The asymptotic distribution of a
cluster-index for i.i.d. normal random
variables . . . . . . . . . . . . . . . 585--595
Robert A. Jarrow and
Philip Protter and
Hasanjan Sayit No arbitrage without semimartingales . . 596--616
Dawn B. Woodard and
Scott C. Schmidler and
Mark Huber Conditions for rapid mixing of parallel
and simulated tempering on multimodal
distributions . . . . . . . . . . . . . 617--640
Olivier Garet Capacitive flows on a 2D random net . . 641--660
Taral Guldahl Seierstad A central limit theorem via differential
equations . . . . . . . . . . . . . . . 661--675
Rick Durrett and
Deena Schmidt and
Jason Schweinsberg A waiting time problem arising from the
study of multi-stage carcinogenesis . . 676--718
Matthias Heveling and
Matthias Reitzner Poisson--Voronoi approximation . . . . . 719--736
Kshitij Khare and
Hua Zhou Rates of convergence of some
multivariate Markov chains with
polynomial eigenfunctions . . . . . . . 737--777
Pierre Del Moral and
Frédéric Patras and
Sylvain Rubenthaler Tree based functional expansions for
Feynman--Kac particle models . . . . . . 778--825
M. Cranston and
D. Gauthier and
T. S. Mountford On large deviation regimes for random
media models . . . . . . . . . . . . . . 826--862
Alexandros Beskos and
Gareth Roberts and
Andrew Stuart Optimal scalings for local
Metropolis--Hastings chains on
nonproduct targets in high dimensions 863--898
Sandra Cerrai A Khasminskii type averaging principle
for stochastic reaction--diffusion
equations . . . . . . . . . . . . . . . 899--948
Jose H. Blanchet Efficient importance sampling for binary
contingency tables . . . . . . . . . . . 949--982
Jacques du Toit and
Goran Peskir Selling a stock at the ultimate maximum 983--1014
Isaac Meilijson On the adjustment coefficient, drawdowns
and Lundberg-type bounds for random walk 1015--1025
Hideyuki Tanaka and
Arturo Kohatsu-Higa An operator approach for Markov chain
weak approximations with an application
to infinite activity Lévy driven SDEs . . 1026--1062
Guangyue Han and
Brian Marcus Asymptotics of input-constrained binary
symmetric channel capacity . . . . . . . 1063--1091
Louigi Addario-Berry and
Nicolas Broutin and
Gábor Lugosi Effective resistance of random trees . . 1092--1107
David M. Mason and
Wolfgang Polonik Asymptotic normality of plug-in level
set estimates . . . . . . . . . . . . . 1108--1142
John Mayberry Gaussian perturbations of circle maps: a
spectral approach . . . . . . . . . . . 1143--1171
Ramon van Handel Uniform observability of hidden Markov
models and filter stability for unstable
signals . . . . . . . . . . . . . . . . 1172--1199
Roberto Imbuzeiro Oliveira On the convergence to equilibrium of
Kac's random walk on matrices . . . . . 1200--1231
Andreas Greven and
Lea Popovic and
Anita Winter Genealogy of catalytic branching models 1232--1272
Robin Pemantle Search cost for a nearly optimal path in
a binary tree . . . . . . . . . . . . . 1273--1291
Jean-Baptiste Gouéré Subcritical regimes in some models of
continuum percolation . . . . . . . . . 1292--1318
Cristina Zucca and
Laura Sacerdote On the inverse first-passage-time
problem for a Wiener process . . . . . . 1319--1346
Josef Hofbauer and
Lorens A. Imhof Time averages, recurrence and transience
in the stochastic replicator dynamics 1347--1368
Erik Ekström and
Johan Tysk Bubbles, convexity and the
Black--Scholes equation . . . . . . . . 1369--1384
Michel Mandjes and
Ilkka Norros and
Peter Glynn On convergence to stationarity of
fractional Brownian storage . . . . . . 1385--1403
Jeffrey F. Collamore Random recurrence equations and ruin in
a Markov-dependent stochastic economic
environment . . . . . . . . . . . . . . 1404--1458
P. Caputo and
A. Faggionato Diffusivity in one-dimensional
generalized Mott variable-range hopping
models . . . . . . . . . . . . . . . . . 1459--1494
Yuping Liu and
Jin Ma Optimal reinsurance/investment problems
for general insurance models . . . . . . 1495--1528
Wei Biao Wu Recursive estimation of time-average
variance constants . . . . . . . . . . . 1529--1552
Alberto Ohashi Fractional term structure models:
No-arbitrage and consistency . . . . . . 1553--1580
P. Collet and
C. Giardina and
F. Redig Matching with shift for one-dimensional
Gibbs measures . . . . . . . . . . . . . 1581--1602
Alexander Goldenshluger and
Assaf Zeevi Woodroofe's one-armed bandit problem
revisited . . . . . . . . . . . . . . . 1603--1633
Alexander V. Gnedin and
Alexander M. Iksanov and
Pavlo Negadajlov and
Uwe Rösler The Bernoulli sieve revisited . . . . . 1634--1655
Rick Durrett and
Daniel Remenik Chaos in a spatial epidemic model . . . 1656--1685
Benjamin Jourdain and
Jérôme Lelong Robust adaptive importance sampling for
normal random vectors . . . . . . . . . 1687--1718
W. N. Kang and
F. P. Kelly and
N. H. Lee and
R. J. Williams State space collapse and diffusion
approximation for a network operating
under a fair bandwidth sharing policy 1719--1780
Rudolf Grübel On the silhouette of binary search trees 1781--1802
Francesco Caravenna and
Nicolas Pétrélis A polymer in a multi-interface medium 1803--1839
Jan Rataj and
Evgeny Spodarev and
Daniel Meschenmoser Approximations of the Wiener sausage and
its curvature measures . . . . . . . . . 1840--1859
Marie Albenque A note on the enumeration of directed
animals via gas considerations . . . . . 1860--1879
N. Lanchier and
C. Neuhauser Spatially explicit non-Mendelian diploid
model . . . . . . . . . . . . . . . . . 1880--1920
B. Chan and
R. Durrett and
N. Lanchier Coexistence for a multitype contact
process with seasons . . . . . . . . . . 1921--1943
Ernst Eberlein and
Antonis Papapantoleon and
Albert N. Shiryaev Esscher transform and the duality
principle for multidimensional
semimartingales . . . . . . . . . . . . 1944--1971
Codina Cotar and
Vlada Limic Attraction time for strongly reinforced
walks . . . . . . . . . . . . . . . . . 1972--2007
David Gamarnik and
Dmitriy Katz On deciding stability of multiclass
queueing networks under buffer priority
scheduling policies . . . . . . . . . . 2008--2037
Pao-Liu Chow Nonlinear stochastic wave equations:
Blow-up of second moments in $ L^2
$-norm . . . . . . . . . . . . . . . . . 2039--2046
Irmingard Eder and
Claudia Klüppelberg The first passage event for sums of
dependent Lévy processes with
applications to insurance risk . . . . . 2047--2079
Pawe\l Hitczenko and
Jacek Weso\lowski Perpetuities with thin tails revisited 2080--2101
Hernan Awad and
Peter Glynn Conditional limit theorems for regulated
fractional Brownian motion . . . . . . . 2102--2136
Rishi Talreja and
Ward Whitt Heavy-traffic limits for waiting times
in many-server queues with abandonment 2137--2175
Gordan \vZitkovi\'c A dual characterization of
self-generation and exponential forward
performances . . . . . . . . . . . . . . 2176--2210
Josh Reed The G / GI / N queue in the
Halfin--Whitt regime . . . . . . . . . . 2211--2269
Milton Jara and
Tomasz Komorowski and
Stefano Olla Limit theorems for additive functionals
of a Markov chain . . . . . . . . . . . 2270--2300
N. S. Walton Proportional fairness and its
relationship with multi-class queueing
networks . . . . . . . . . . . . . . . . 2301--2333
Carl Graham and
Philippe Robert Interacting multi-class transmissions in
large stochastic networks . . . . . . . 2334--2361
Noureddine El Karoui Concentration of measure and spectra of
random matrices: Applications to
correlation matrices, elliptical
distributions and beyond . . . . . . . . 2362--2405
Steven N. Evans and
Peter L. Ralph Dynamics of the time to the most recent
common ancestor in a large branching
population . . . . . . . . . . . . . . . 1--25
Han\`ene Mohamed and
Philippe Robert Dynamic tree algorithms . . . . . . . . 26--51
Hiroaki Hata and
Hideo Nagai and
Shuenn-Jyi Sheu Asymptotics of the probability
minimizing a ``down-side'' risk . . . . 52--89
André Goldman The Palm measure and the Voronoi
tessellation for the Ginibre process . . 90--128
Anatolii A. Puhalskii and
Josh E. Reed On many-server queues in heavy traffic 129--195
Manuel S. Santos Consistency properties of a
simulation-based estimator for dynamic
processes . . . . . . . . . . . . . . . 196--213
Guodong Pang and
Ward Whitt Continuity of a queueing integral
representation in the $ M_1 $ topology 214--237
Steven N. Evans and
Bernd Sturmfels and
Caroline Uhler Commuting birth-and-death processes . . 238--266
Samuel N. Cohen and
Robert J. Elliott Comparisons for backward stochastic
differential equations on Markov chains
and related no-arbitrage conditions . . 267--311
Florian Simatos and
Danielle Tibi Spatial homogenization in a stochastic
network with mobility . . . . . . . . . 312--355
Kenneth S. Alexander and
Nikos Zygouras Equality of critical points for polymer
depinning transitions with loop exponent
one . . . . . . . . . . . . . . . . . . 356--366
Offer Kella and
Marc Yor A new formula for some linear stochastic
equations with applications . . . . . . 367--381
Bénédicte Haas Asymptotic behavior of solutions of the
fragmentation equation with shattering:
An approach via self-similar Markov
processes . . . . . . . . . . . . . . . 382--429
Emanuele Dolera and
Eugenio Regazzini The role of the central limit theorem in
discovering sharp rates of convergence
to equilibrium for the solution of the
Kac equation . . . . . . . . . . . . . . 430--461
Ron Peled On rough isometries of Poisson processes
on the line . . . . . . . . . . . . . . 462--494
Jeong Han Kim and
Ravi Montenegro and
Yuval Peres and
Prasad Tetali A Birthday Paradox for Markov chains
with an optimal bound for collision in
the Pollard Rho algorithm for discrete
logarithm . . . . . . . . . . . . . . . 495--521
A. E. Kyprianou and
J. C. Pardo and
V. Rivero Exact and asymptotic $n$-tuple laws at
first and last passage . . . . . . . . . 522--564
Amir Dembo and
Andrea Montanari Ising models on locally tree-like graphs 565--592
Pierre Del Moral and
Arnaud Doucet Interacting Markov chain Monte Carlo
methods for solving nonlinear
measure-valued equations . . . . . . . . 593--639
B. Gail Ivanoff and
Ely Merzbach Optimal detection of a change-set in a
spatial Poisson process . . . . . . . . 640--659
Inés Armendáriz Brownian coagulation and a version of
Smoluchowski's equation on the circle 660--695
Larry Goldstein and
Mathew D. Penrose Normal approximation for coverage models
over binomial point processes . . . . . 696--721
Javiera Barrera and
Joaquín Fontbona The limiting move-to-front search-cost
in law of large numbers asymptotic
regimes . . . . . . . . . . . . . . . . 722--752
Maury Bramson and
J. G. Dai and
J. M. Harrison Positive recurrence of reflecting
Brownian motion in three dimensions . . 753--783
J. Theodore Cox Intermediate range migration in the
two-dimensional stepping stone model . . 785--805
David Coupier Geography of local configurations . . . 806--840
Yves F. Atchadé A cautionary tale on the efficiency of
some adaptive Monte Carlo schemes . . . 841--868
Martin T. Barlow and
Xinghua Zheng The random conductance model with Cauchy
tails . . . . . . . . . . . . . . . . . 869--889
Vladislav Kargin Products of random matrices: Dimension
and growth in norm . . . . . . . . . . . 890--906
Eva-Maria Schopp A functional limit theorem for the
profile of $b$-ary trees . . . . . . . . 907--950
Tomoyuki Ichiba and
Ioannis Karatzas On collisions of Brownian particles . . 951--977
Feng Yu and
Alison Etheridge and
Charles Cuthbertson Asymptotic behavior of the rate of
adaptation . . . . . . . . . . . . . . . 978--1004
Paul A. Jenkins and
Yun S. Song An asymptotic sampling formula for the
coalescent with Recombination . . . . . 1005--1028
Vincent Lemaire and
Gilles Pag\`es Unconstrained recursive importance
sampling . . . . . . . . . . . . . . . . 1029--1067
Konstantin Mischaikow and
Thomas Wanner Topology-guided sampling of
nonhomogeneous random processes . . . . 1068--1097
S. N. Ethier and
Jiyeon Lee A Markovian slot machine and Parrondo's
paradox . . . . . . . . . . . . . . . . 1098--1125
Maury Bramson Network stability under max--min fair
bandwidth sharing . . . . . . . . . . . 1126--1176
Pawe\l Hitczenko and
Jacek Weso\lowski Perpetuities with thin tails revisited 1177--1177
Daniel Fernholz and
Ioannis Karatzas On optimal arbitrage . . . . . . . . . . 1179--1204
Julien Barral and
Xiong Jin and
Beno\^\it Mandelbrot Uniform convergence for complex $ [0, 1]
$-martingales . . . . . . . . . . . . . 1205--1218
Julien Barral and
Xiong Jin and
Beno\^\it Mandelbrot Convergence of complex multiplicative
cascades . . . . . . . . . . . . . . . . 1219--1252
Pablo Azcue and
Nora Muler Optimal investment policy and dividend
payment strategy in an insurance company 1253--1302
Lancelot F. James Lamperti-type laws . . . . . . . . . . . 1303--1340
J. Kallsen and
J. Muhle-Karbe On using shadow prices in portfolio
optimization with transaction costs . . 1341--1358
Panayotis Mertikopoulos and
Aris L. Moustakas The emergence of rational behavior in
the presence of stochastic perturbations 1359--1388
Madalina Deaconu and
Antoine Lejay Simulation of diffusions by means of
importance sampling paradigm . . . . . . 1389--1424
Jean Jacod and
Viktor Todorov Do price and volatility jump together? 1425--1469
Noga Alon and
Ori Gurel-Gurevich and
Eyal Lubetzky Choice-memory tradeoff in allocations 1470--1511
\Lukasz Delong and
Peter Imkeller Backward stochastic differential
equations with time delayed
generators---results and counterexamples 1512--1536
Semih Onur Sezer On the Wiener disorder problem . . . . . 1537--1566
F. Baumdicker and
W. R. Hess and
P. Pfaffelhuber The diversity of a distributed genome in
bacterial populations . . . . . . . . . 1567--1606
Beno\^\ite de Saporta and
François Dufour and
Karen Gonzalez Numerical method for optimal stopping of
piecewise deterministic Markov processes 1607--1637
Randal Douc and
Elisabeth Gassiat and
Benoit Landelle and
Eric Moulines Forgetting of the initial distribution
for nonergodic Hidden Markov Chains . . 1638--1662
Amei Amei and
Stanley Sawyer A time-dependent Poisson random field
model for polymorphism within and
between two related biological species 1663--1696
Constantinos Kardaras Numéraire-invariant preferences in
financial modeling . . . . . . . . . . . 1697--1728
Emmanuel Bacry and
Arnaud Gloter and
Marc Hoffmann and
Jean François Muzy Multifractal analysis in a mixed
asymptotic framework . . . . . . . . . . 1729--1760
J. Fontbona Stochastic vortex method for forced
three-dimensional Navier--Stokes
equations and pathwise convergence rate 1761--1800
Alexey Kuznetsov Wiener--Hopf factorization and
distribution of extrema for a family of
Lévy processes . . . . . . . . . . . . . 1801--1830
L. Saloff-Coste and
J. Zúñiga Time inhomogeneous Markov chains with
wave-like behavior . . . . . . . . . . . 1831--1853
J. G. Dai and
Shuangchi He and
Tolga Tezcan Many-server diffusion limits for G / Ph
/ n + GI queues . . . . . . . . . . . . 1854--1890
Yan Dolinsky Applications of weak convergence for
hedging of game options . . . . . . . . 1891--1906
Shankar Bhamidi and
Remco van der Hofstad and
Gerard Hooghiemstra First passage percolation on random
graphs with finite mean degrees . . . . 1907--1965
Jean Bertoin Asymptotic regimes for the partition
into colonies of a branching process
with emigration . . . . . . . . . . . . 1967--1988
Kwabena Doku-Amponsah and
Peter Mörters Large deviation principles for empirical
measures of colored random graphs . . . 1989--2021
Yves Elskens and
Etienne Pardoux Diffusion limit for many particles in a
periodic stochastic acceleration field 2022--2039
Charles Bordenave and
Giovanni Luca Torrisi Load optimization in a planar network 2040--2085
Xue Ding and
Tiefeng Jiang Spectral distributions of adjacency and
Laplacian matrices of random graphs . . 2086--2117
Richard S. Ellis and
Jonathan Machta and
Peter Tak-Hun Otto Asymptotic behavior of the finite-size
magnetization as a function of the speed
of approach to criticality . . . . . . . 2118--2161
J. Kallsen and
J. Muhle-Karbe Utility maximization in models with
conditionally independent increments . . 2162--2177
Eero Saksman and
Matti Vihola On the ergodicity of the adaptive
Metropolis algorithm on unbounded
domains . . . . . . . . . . . . . . . . 2178--2203
Weining Kang and
Kavita Ramanan Fluid limits of many-server queues with
reneging . . . . . . . . . . . . . . . . 2204--2260
Abba M. Krieger and
Moshe Pollak and
Ester Samuel-Cahn Extreme(ly) mean(ingful): Sequential
formation of a quality group . . . . . . 2261--2294
Zakhar Kabluchko Stationary systems of Gaussian processes 2295--2317
Pavel Chigansky and
Ramon van Handel A complete solution to Blackwell's
unique ergodicity problem for hidden
Markov chains . . . . . . . . . . . . . 2318--2345
Vlada Limic and
Stanislav Volkov VRRW on complete-like graphs: Almost
sure behavior . . . . . . . . . . . . . 2346--2388
Brigitte Chauvin and
Nicolas Pouyanne and
Reda Sahnoun Limit distributions for large Pólya urns 1--32
Haya Kaspi and
Kavita Ramanan Law of large numbers limits for
many-server queues . . . . . . . . . . . 33--114
Renaud Marty and
Knut Sòlna A general framework for waves in random
media with long-range correlations . . . 115--139
Ole Eiler Barndorff-Nielsen and
Robert Stelzer Multivariate supOU processes . . . . . . 140--182
Thilanka Appuhamillage and
Vrushali Bokil and
Enrique Thomann and
Edward Waymire and
Brian Wood Occupation and local times for skew
Brownian motion with applications to
dispersion across an interface . . . . . 183--214
Denis Belomestny On the rates of convergence of
simulation-based optimization algorithms
for optimal stopping problems . . . . . 215--239
Benjamin Graham and
Geoffrey Grimmett Sharp thresholds for the random-cluster
and Ising models . . . . . . . . . . . . 240--265
Erik Taflin Generalized integrands and bond
portfolios: Pitfalls and counter
examples . . . . . . . . . . . . . . . . 266--282
Steffen Dereich Multilevel Monte Carlo algorithms for
Lévy-driven SDEs with Gaussian correction 283--311
Volker Betz and
Daniel Ueltschi and
Yvan Velenik Random permutations with cycle weights 312--331
Erik Ekström and
Johan Tysk Boundary conditions for the
single-factor term structure equation 332--350
Makoto Nakashima Almost sure central limit theorem for
branching random walks in random
environment . . . . . . . . . . . . . . 351--373
J. van den Berg Sharpness of the percolation transition
in the two-dimensional contact process 374--395
Christa Cuchiero and
Damir Filipovi\'c and
Eberhard Mayerhofer and
Josef Teichmann Affine processes on positive
semidefinite matrices . . . . . . . . . 397--463
Sourav Chatterjee and
Qi-Man Shao Nonnormal approximation by Stein's
method of exchangeable pairs with
application to the Curie--Weiss model 464--483
\Lukasz Kruk and
John Lehoczky and
Kavita Ramanan and
Steven Shreve Heavy traffic analysis for EDF queues
with reneging . . . . . . . . . . . . . 484--545
Viktor Todorov and
George Tauchen Limit theorems for power variations of
pure-jump processes with application to
activity estimation . . . . . . . . . . 546--588
Stefan Gerhold The Longstaff--Schwartz algorithm for
Lévy models: Results on fast and slow
convergence . . . . . . . . . . . . . . 589--608
Tomoyuki Ichiba and
Vassilios Papathanakos and
Adrian Banner and
Ioannis Karatzas and
Robert Fernholz Hybrid Atlas models . . . . . . . . . . 609--644
Mariana Olvera-Cravioto and
Jose Blanchet and
Peter Glynn On the transition from heavy traffic to
heavy tails for the M/G/1 queue: The
regularly varying case . . . . . . . . . 645--668
Martin Hairer and
Andrew M. Stuart and
Jochen Voss Sampling conditioned hypoelliptic
diffusions . . . . . . . . . . . . . . . 669--698
Rick Durrett and
John Mayberry Traveling waves of selective sweeps . . 699--744
Jiheng Zhang and
J. G. Dai and
Bert Zwart Diffusion limits of limited processor
sharing queues . . . . . . . . . . . . . 745--799
Wilfrid S. Kendall Geodesics and flows in a Poissonian city 801--842
Sami Assaf and
Persi Diaconis and
K. Soundararajan A rule of thumb for riffle shuffling . . 843--875
Kevin D. Glazebrook and
David J. Hodge and
Chris Kirkbride General notions of indexability for
queueing control and asset management 876--907
Arnulf Jentzen and
Peter Kloeden and
Georg Winkel Efficient simulation of nonlinear
parabolic SPDEs with additive noise . . 908--950
Maury Bramson A positive recurrent reflecting Brownian
motion with divergent fluid path . . . . 951--986
Constantinos Daskalakis and
Alexandros G. Dimakis and
Elchanan Mossel Connectivity and equilibrium in random
games . . . . . . . . . . . . . . . . . 987--1016
Pierre Del Moral and
Emmanuel Rio Concentration inequalities for mean
field particle models . . . . . . . . . 1017--1052
József Balogh and
Béla Bollobás and
Michael Krivelevich and
Tobias Müller and
Mark Walters Hamilton cycles in random geometric
graphs . . . . . . . . . . . . . . . . . 1053--1072
Andrea Collevecchio and
Tom Schmitz Bounds on the speed and on regeneration
times for certain processes on regular
trees . . . . . . . . . . . . . . . . . 1073--1101
Erik Ekström and
David Hobson Recovering a time-homogeneous stock
price process from perpetual option
prices . . . . . . . . . . . . . . . . . 1102--1135
Beno\^\it Collins and
Ion Nechita Gaussianization and eigenvalue
statistics for random quantum channels
(III) . . . . . . . . . . . . . . . . . 1136--1179
Soumik Pal Analysis of market weights under
volatility-stabilized market models . . 1180--1213
D. Bertacchi and
N. Lanchier and
F. Zucca Contact and voter processes on the
infinite percolation cluster as models
of host-symbiont interactions . . . . . 1215--1252
Tobias Kuna and
Joel L. Lebowitz and
Eugene R. Speer Necessary and sufficient conditions for
realizability of point processes . . . . 1253--1281
Stefano De Marco Smoothness and asymptotic estimates of
densities for SDEs with locally smooth
coefficients and applications to square
root-type diffusions . . . . . . . . . . 1282--1321
Arash Fahim and
Nizar Touzi and
Xavier Warin A probabilistic numerical method for
fully nonlinear parabolic PDEs . . . . . 1322--1364
Magdalena Kobylanski and
Marie-Claire Quenez and
Elisabeth Rouy-Mironescu Optimal multiple stopping time problem 1365--1399
Sourav Chatterjee and
Persi Diaconis and
Allan Sly Random graphs with a given degree
sequence . . . . . . . . . . . . . . . . 1400--1435
Masaaki Fukasawa Discretization error of stochastic
integrals . . . . . . . . . . . . . . . 1436--1465
Peter Constantin and
Gautam Iyer A stochastic-Lagrangian approach to the
Navier--Stokes equations in domains with
boundary . . . . . . . . . . . . . . . . 1466--1492
Graham Brightwell and
Malwina Luczak Order-invariant measures on causal sets 1493--1536
Giacomo Como and
Fabio Fagnani Scaling limits for continuous opinion
dynamics systems . . . . . . . . . . . . 1537--1567
Maury Bramson Stability of join the shortest queue
networks . . . . . . . . . . . . . . . . 1568--1625
Lancelot F. James and
Zhiyuan Zhang Quantile clocks . . . . . . . . . . . . 1627--1662
Xinfu Chen and
Lan Cheng and
John Chadam and
David Saunders Existence and uniqueness of solutions to
the inverse boundary crossing problem
for diffusions . . . . . . . . . . . . . 1663--1693
Yashodhan Kanoria and
Andrea Montanari Majority dynamics on trees and the
dynamic cavity method . . . . . . . . . 1694--1748
J. Berestycki and
S. C. Harris and
A. E. Kyprianou Traveling waves and homogeneous
fragmentation . . . . . . . . . . . . . 1749--1794
Saul Jacka and
Jon Warren and
Peter Windridge Minimizing the time to a decision . . . 1795--1826
Yutaka Terasawa and
Nobuo Yoshida Stochastic power law fluids: Existence
and uniqueness of weak solutions . . . . 1827--1859
G. M. Pan and
W. Zhou Central limit theorem for Hotelling's $
T^2 $ statistic under large dimension 1860--1910
Mykhaylo Shkolnikov Competing particle systems evolving by
interacting Lévy processes . . . . . . . 1911--1932
Adrien Richou Numerical simulation of BSDEs with
drivers of quadratic growth . . . . . . 1933--1964
Andreas Faller and
Ludger Rüschendorf On approximative solutions of
multistopping problems . . . . . . . . . 1965--1993
Z. D. Bai and
H. X. Liu and
W. K. Wong Asymptotic properties of eigenmatrices
of a large sample covariance matrix . . 1994--2015
Xianping Guo and
Xinyuan Song Discounted continuous-time constrained
Markov decision processes in Polish
spaces . . . . . . . . . . . . . . . . . 2016--2049
Thilanka Appuhamillage and
Vrushali Bokil and
Enrique Thomann and
Edward Waymire and
Brian Wood Corrections: ``Occupation and local
times for skew Brownian motion with
applications to dispersion across an
interface'' . . . . . . . . . . . . . . 2050--2051
Krzysztof Burdzy and
Zhen-Qing Chen and
Soumik Pal Archimedes' principle for Brownian
liquid . . . . . . . . . . . . . . . . . 2053--2074
Raphaël Cerf and
Marie Théret Upper large deviations for the maximal
flow through a domain of $ \mathbb {R} $
$^d$ in first passage percolation . . . 2075--2108
Randal Douc and
Aurélien Garivier and
Eric Moulines and
Jimmy Olsson Sequential Monte Carlo smoothing for
general state space hidden Markov models 2109--2145
Shankar Bhamidi and
Guy Bresler and
Allan Sly Mixing time of exponential random graphs 2146--2170
A. Kuznetsov and
A. E. Kyprianou and
J. C. Pardo and
K. van Schaik A Wiener--Hopf Monte Carlo simulation
technique for Lévy processes . . . . . . 2171--2190
Daniel Fernholz and
Ioannis Karatzas Optimal arbitrage under model
uncertainty . . . . . . . . . . . . . . 2191--2225
David F. Anderson and
Arnab Ganguly and
Thomas G. Kurtz Error analysis of tau-leap simulation
methods . . . . . . . . . . . . . . . . 2226--2262
Vincent Bansaye and
Jean-François Delmas and
Laurence Marsalle and
Viet Chi Tran Limit theorems for Markov processes
indexed by continuous time
Galton--Watson trees . . . . . . . . . . 2263--2314
Hock Peng Chan and
Tze Leung Lai A sequential Monte Carlo approach to
computing tail probabilities in
stochastic models . . . . . . . . . . . 2315--2342
Boris N. Oreshkin and
Mark J. Coates Analysis of error propagation in
particle filters with approximation . . 2343--2378
Yaozhong Hu and
David Nualart and
Xiaoming Song Malliavin calculus for backward
stochastic differential equations and
application to numerical solutions . . . 2379--2423
David Barbato and
Franco Flandoli and
Francesco Morandin Anomalous dissipation in a stochastic
inviscid dyadic model . . . . . . . . . 2424--2446
Shirshendu Chatterjee and
Rick Durrett Asymptotic behavior of Aldous' gossip
process . . . . . . . . . . . . . . . . 2447--2482
Antoine Gloria and
Felix Otto An optimal error estimate in stochastic
homogenization of discrete elliptic
equations . . . . . . . . . . . . . . . 1--28
Shankar Bhamidi and
Remco van der Hofstad Weak disorder asymptotics in the
stochastic mean-field model of distance 29--69
Devavrat Shah and
Damon Wischik Switched networks with maximum weight
policies: Fluid approximation and
multiplicative state space collapse . . 70--127
Devavrat Shah and
Jinwoo Shin Randomized scheduling algorithm for
queueing networks . . . . . . . . . . . 128--171
Thomas Knispel Asymptotics of robust utility
maximization . . . . . . . . . . . . . . 172--212
Jocelyne Bion-Nadal and
Magali Kervarec Risk measuring under model uncertainty 213--238
Paolo Guasoni and
Scott Robertson Portfolios and risk premia for the long
run . . . . . . . . . . . . . . . . . . 239--284
Peter Imkeller and
Anthony Réveillac and
Anja Richter Differentiability of quadratic BSDEs
generated by continuous martingales . . 285--336
Zakhar Kabluchko Distribution of levels in
high-dimensional random landscapes . . . 337--362
Marcel Nutz The Bellman equation for power utility
maximization with semimartingales . . . 363--406
Baris Ata and
Itai Gurvich On optimality gaps in the Halfin--Whitt
regime . . . . . . . . . . . . . . . . . 407--455
Pierre Tarr\`es and
Pierre Vandekerkhove On ergodic two-armed bandits . . . . . . 457--476
Weining Kang and
Kavita Ramanan Asymptotic approximations for stationary
distributions of many-server queues with
abandonment . . . . . . . . . . . . . . 477--521
David Belius Cover levels and random interlacements 522--540
Laurent Decreusefond and
Jean-Stéphane Dhersin and
Pascal Moyal and
Viet Chi Tran Large graph limit for an SIR process in
random network with heterogeneous
connectivity . . . . . . . . . . . . . . 541--575
Paul A. Jenkins and
Yun S. Song Padé approximants and exact two-locus
sampling distributions . . . . . . . . . 576--607
Hideo Nagai Downside risk minimization via a large
deviations approach . . . . . . . . . . 608--669
Davide Borrello On the role of Allee effect and mass
migration in survival and extinction of
a species . . . . . . . . . . . . . . . 670--701
D. Denisov and
S. Foss and
T. Konstantopoulos Limit theorems for a random directed
slab graph . . . . . . . . . . . . . . . 702--733
Amarjit Budhiraja and
Arka P. Ghosh Controlled stochastic networks in heavy
traffic: Convergence of value functions 734--791
Nelly Litvak and
Philippe Robert A scaling analysis of a cat and mouse
Markov chain . . . . . . . . . . . . . . 792--826
Ankit Gupta Stochastic model for cell polarity . . . 827--859
Nicolas Lanchier The Axelrod model for the dissemination
of culture revisited . . . . . . . . . . 860--880
Jonathan C. Mattingly and
Natesh S. Pillai and
Andrew M. Stuart Diffusion limits of the random walk
Metropolis algorithm in high dimensions 881--930
Louigi Addario-Berry and
Simon Griffiths and
Ross J. Kang Invasion percolation on the
Poisson-weighted infinite tree . . . . . 931--970
Jean-Francois Chassagneux and
Romuald Elie and
Idris Kharroubi Discrete-time approximation of
multidimensional BSDEs with oblique
reflections . . . . . . . . . . . . . . 971--1007
Kojiro Oshima and
Josef Teichmann and
Dejan Velu\vs\vcek A new extrapolation method for weak
approximation schemes with applications 1008--1045
Jüri Lember and
Heinrich Matzinger and
Felipe Torres The rate of the convergence of the mean
score in random sequence comparison . . 1046--1058
Gilles Pag\`es and
Fabien Panloup Ergodic approximation of the
distribution of a stationary diffusion:
Rate of convergence . . . . . . . . . . 1059--1100
A. Kuznetsov and
A. E. Kyprianou and
J. C. Pardo Meromorphic Lévy processes and their
fluctuation identities . . . . . . . . . 1101--1135
Fabio Martinelli and
Alistair Sinclair Mixing time for the solid-on-solid model 1136--1166
Robert J. Adler and
Jose H. Blanchet and
Jingchen Liu Efficient Monte Carlo for high
excursions of Gaussian random fields . . 1167--1214
Nobuo Yoshida Stochastic shear thickening fluids:
Strong convergence of the Galerkin
approximation and the energy equality 1215--1242
Mamadou Cissé and
Pierre Patie and
Etienne Tanré Optimal stopping problems for some
Markov processes . . . . . . . . . . . . 1243--1265
Philip Matchett Wood Universality and the circular law for
sparse random matrices . . . . . . . . . 1266--1300
C. Litterer and
T. Lyons High order recombination and an
application to cubature on Wiener space 1301--1327
Nathanaël Berestycki and
Richard Pymar Effect of scale on long-range random
graphs and chromosomal inversions . . . 1328--1361
Olivier Garet and
Régine Marchand Asymptotic shape for the contact process
in random environment . . . . . . . . . 1362--1410
Philip S. Griffin and
Ross A. Maller Path decomposition of ruinous behavior
for a general Lévy insurance risk process 1411--1449
Oliver Riordan and
Lutz Warnke Achlioptas process phase transitions are
continuous . . . . . . . . . . . . . . . 1450--1464
Erhan Bayraktar and
Yu-Jui Huang and
Qingshuo Song Outperforming the market portfolio with
a given probability . . . . . . . . . . 1465--1494
Xin Thomson Tong and
Ramon van Handel Ergodicity and stability of the
conditional distributions of
nondegenerate Markov chains . . . . . . 1495--1540
Jin Feng and
Jean-Pierre Fouque and
Rohini Kumar Small-time asymptotics for fast
mean-reverting stochastic volatility
models . . . . . . . . . . . . . . . . . 1541--1575
Constantinos Kardaras and
Scott Robertson Robust maximization of asymptotic growth 1576--1610
Martin Hutzenthaler and
Arnulf Jentzen and
Peter E. Kloeden Strong convergence of an explicit
numerical method for SDEs with
nonglobally Lipschitz continuous
coefficients . . . . . . . . . . . . . . 1611--1641
Itai Benjamini and
Yury Makarychev Balanced allocation: Memory performance
tradeoffs . . . . . . . . . . . . . . . 1642--1649
Codina Cotar and
Christof Külske Existence of random gradient states . . 1650--1692
Louis-Pierre Arguin and
Anton Bovier and
Nicola Kistler Poissonian statistics in the extremal
process of branching Brownian motion . . 1693--1711
Yunjiang Jiang Total variation bound for Kac's random
walk . . . . . . . . . . . . . . . . . . 1712--1727
Anne-Laure Basdevant and
Arvind Singh Continuous-time vertex reinforced jump
processes on Galton--Watson trees . . . 1728--1743
Nicolas Broutin and
Cecilia Holmgren The total path length of split trees . . 1745--1777
J. D. Biggins Spreading speeds in reducible multitype
branching random walk . . . . . . . . . 1778--1821
A. Crudu and
A. Debussche and
A. Muller and
O. Radulescu Convergence of stochastic gene networks
to hybrid piecewise deterministic
processes . . . . . . . . . . . . . . . 1822--1859
Marat V. Burnashev and
Aslan Tchamkerten Tracking a random walk first-passage
time through noisy observations . . . . 1860--1879
Peter Neal and
Gareth Roberts and
Wai Kong Yuen Optimal scaling of random walk
Metropolis algorithms with discontinuous
target densities . . . . . . . . . . . . 1880--1927
Federico Bassetti and
Lucia Ladelli Self-similar solutions in
one-dimensional kinetic models: a
probabilistic view . . . . . . . . . . . 1928--1961
Iain M. Johnstone and
Zongming Ma Fast approach to the Tracy--Widom law at
the edge of GOE and GUE . . . . . . . . 1962--1988
Svante Janson and
Tomasz \Luczak and
Tatyana Turova and
Thomas Vallier Bootstrap percolation on the random
graph $ G_{n, p} $ . . . . . . . . . . . 1989--2047
Srikanth K. Iyer and
Debleena Thacker Nonuniform random geometric graphs with
location-dependent radii . . . . . . . . 2048--2066
Christian Bender Simple arbitrage . . . . . . . . . . . . 2067--2085
Götz Kersting The asymptotic distribution of the
length of Beta-coalescent trees . . . . 2086--2107
P. Pfaffelhuber and
P. R. Staab and
A. Wakolbinger Muller's ratchet with compensatory
mutations . . . . . . . . . . . . . . . 2108--2132
Michel Bena\"\im and
Mathieu Faure Stochastic approximation, cooperative
dynamics and supermodular games . . . . 2133--2164
A. M. Etheridge and
A. Véber The spatial $ \Lambda $-Fleming--Viot
process on a large torus: Genealogies in
the presence of recombination . . . . . 2165--2209
Prasad Tetali and
Juan C. Vera and
Eric Vigoda and
Linji Yang Phase transition for the mixing time of
the Glauber dynamics for coloring
regular trees . . . . . . . . . . . . . 2210--2239
Hermine Biermé and
Agn\`es Desolneux Crossings of smooth shot noise processes 2240--2281
Thierry Bodineau and
Maxime Lagouge Large deviations of the empirical
currents for a boundary-driven reaction
diffusion model . . . . . . . . . . . . 2282--2319
Natesh S. Pillai and
Andrew M. Stuart and
Alexandre H. Thiéry Optimal scaling and diffusion limits for
the Langevin algorithm in high
dimensions . . . . . . . . . . . . . . . 2320--2356
Geoffrey Decrouez and
Owen Dafydd Jones A class of multifractal processes
constructed using an embedded branching
process . . . . . . . . . . . . . . . . 2357--2387
Monique Jeanblanc and
Michael Mania and
Marina Santacroce and
Martin Schweizer Mean-variance hedging via stochastic
control and BSDEs for general
semimartingales . . . . . . . . . . . . 2388--2428
Elchanan Mossel and
Sebastien Roch Phylogenetic mixtures: Concentration of
measure in the large-tree limit . . . . 2429--2459
A. de Bouard and
M. Gazeau A diffusion approximation theorem for a
nonlinear PDE with application to random
birefringent optical fibers . . . . . . 2460--2504
Xicheng Zhang Stochastic functional differential
equations driven by Lévy processes and
quasi-linear partial
integro-differential equations . . . . . 2505--2538
Christian Houdré and
Zsolt Talata On the rate of approximation in
finite-alphabet longest increasing
subsequence problems . . . . . . . . . . 2539--2559
Andrej Depperschmidt and
Andreas Greven and
Peter Pfaffelhuber Tree-valued Fleming--Viot dynamics with
mutation and selection . . . . . . . . . 2560--2615
Lorenzo Bertini and
Alessandra Faggionato and
Davide Gabrielli Large deviation principles for
nongradient weakly asymmetric stochastic
lattice gases . . . . . . . . . . . . . 1--65
Krzysztof \Latuszy\'nski and
Gareth O. Roberts and
Jeffrey S. Rosenthal Adaptive Gibbs samplers and related MCMC
methods . . . . . . . . . . . . . . . . 66--98
Amaury Lambert and
Lea Popovic The coalescent point process of
branching trees . . . . . . . . . . . . 99--144
Haya Kaspi and
Kavita Ramanan SPDE limits of many-server queues . . . 145--229
Rick Durrett Population genetics of neutral mutations
in exponentially growing cancer cell
populations . . . . . . . . . . . . . . 230--250
Zuo Quan Xu and
Xun Yu Zhou Optimal stopping under probability
distortion . . . . . . . . . . . . . . . 251--282
Louigi Addario-Berry and
Kevin Ford Poisson--Dirichlet branching random
walks . . . . . . . . . . . . . . . . . 283--307
H. Mete Soner and
Nizar Touzi and
Jianfeng Zhang Dual formulation of second order target
problems . . . . . . . . . . . . . . . . 308--347
Kay Giesecke and
Konstantinos Spiliopoulos and
Richard B. Sowers Default clustering in large portfolios:
Typical events . . . . . . . . . . . . . 348--385
Matteo Ruggiero and
Stephen G. Walker and
Stefano Favaro Alpha-diversity processes and normalized
inverse-Gaussian diffusions . . . . . . 386--425
Bruno Bouchard and
Erik Taflin No-arbitrage of second kind in countable
markets with proportional transaction
costs . . . . . . . . . . . . . . . . . 427--454
Ying Jiao and
Idris Kharroubi and
Huyên Pham Optimal investment under multiple
defaults risk: A BSDE-decomposition
approach . . . . . . . . . . . . . . . . 455--491
Po-Shen Loh and
Eyal Lubetzky Stochastic coalescence in logarithmic
time . . . . . . . . . . . . . . . . . . 492--528
Hye-Won Kang and
Thomas G. Kurtz Separation of time-scales and model
reduction for stochastic reaction
networks . . . . . . . . . . . . . . . . 529--583
Adam J. Harper Bounds on the suprema of Gaussian
processes, and omega results for the sum
of a random multiplicative function . . 584--616
Larry Goldstein A Berry--Esseen bound with applications
to vertex degree counts in the
Erd\Hos--Rényi random graph . . . . . . . 617--636
Yu-Ting Chen Sharp benefit-to-cost rules for the
evolution of cooperation on regular
graphs . . . . . . . . . . . . . . . . . 637--664
Kasper Larsen and
Gordan \vZitkovi\'c On utility maximization under convex
portfolio constraints . . . . . . . . . 665--692
Constantinos Daskalakis and
Sebastien Roch Alignment-free phylogenetic
reconstruction: Sample complexity via a
branching process analysis . . . . . . . 693--721
Jihyeok Choi and
Sunder Sethuraman Large deviations for the degree
structure in preferential attachment
schemes . . . . . . . . . . . . . . . . 722--763
Christoph Czichowsky and
Martin Schweizer Cone-constrained continuous-time
Markowitz problems . . . . . . . . . . . 764--810
Kshitij Khare and
Nabanita Mukherjee Convergence analysis of some
multivariate Markov chains using
stochastic monotonicity . . . . . . . . 811--833
Carl Lindberg and
Holger Rootzén Error distributions for random grid
approximations of multidimensional
stochastic integrals . . . . . . . . . . 834--857
Alexander M. G. Cox and
Jiajie Wang Root's barrier: Construction, optimality
and applications to variance options . . 859--894
Kristoffer Glover and
Hardy Hulley and
Goran Peskir Three-dimensional Brownian motion and
the golden ratio rule . . . . . . . . . 895--922
Augusto Teixeira and
Johan Tykesson Random interlacements and amenability 923--956
M. J. Luczak and
J. R. Norris Averaging over fast variables in the
fluid limit for Markov chains:
Application to the supermarket model
with memory . . . . . . . . . . . . . . 957--986
Christopher Hughes and
Joseph Najnudel and
Ashkan Nikeghbali and
Dirk Zeindler Random permutation matrices under the
generalized Ewens measure . . . . . . . 987--1024
Abdelkoddousse Ahdida and
Aurélien Alfonsi Exact and high-order discretization
schemes for Wishart processes and their
affine extensions . . . . . . . . . . . 1025--1073
Michael Damron and
Michael Hochman Examples of nonpolygonal limit shapes in
i.i.d. first-passage percolation and
infinite coexistence in spatial growth
models . . . . . . . . . . . . . . . . . 1074--1085
René Carmona and
François Delarue and
Gilles-Edouard Espinosa and
Nizar Touzi Singular forward--backward stochastic
differential equations and emissions
derivatives . . . . . . . . . . . . . . 1086--1128
James Allen Fill Distributional convergence for the
number of symbol comparisons used by
QuickSort . . . . . . . . . . . . . . . 1129--1147
Nathanaël Enriquez and
Christophe Sabot and
Laurent Tournier and
Olivier Zindy Quenched limits for the fluctuations of
transient random walks in random
environment on $ \mathbb {Z} $ . . . . . 1148--1187
Erol A. Peköz and
Adrian Röllin and
Nathan Ross Degree asymptotics with rates for
preferential attachment random graphs 1188--1218
Andrea Collevecchio and
Codina Cotar and
Marco LiCalzi On a preferential attachment and
generalized Pólya's urn model . . . . . . 1219--1253
Mindaugas Bloznelis Degree and clustering coefficient in
sparse random intersection graphs . . . 1254--1289
A. B. Dieker and
Xuefeng Gao Positive recurrence of piecewise
Ornstein--Uhlenbeck processes and common
quadratic Lyapunov functions . . . . . . 1291--1317
John Musacchio and
Jean Walrand Fluid limits to analyze long-term flow
rates of a stochastic network with
ingress discarding . . . . . . . . . . . 1318--1354
Constantinos Kardaras On the closure in the Emery topology of
semimartingale wealth-process sets . . . 1355--1376
Michael Kelly Upper bound on the rate of adaptation in
an asexual population . . . . . . . . . 1377--1408
Sophie Laruelle and
Gilles Pag\`es Randomized urn models revisited using
stochastic approximation . . . . . . . . 1409--1436
Jasmine Foo and
Kevin Leder Dynamics of cancer recurrence . . . . . 1437--1468
Jean Bertoin and
Grégory Miermont The cut-tree of large Galton--Watson
trees and the Brownian CRT . . . . . . . 1469--1493
B. Acciaio and
M. Beiglböck and
F. Penkner and
W. Schachermayer and
J. Temme A trajectorial interpretation of Doob's
martingale inequalities . . . . . . . . 1494--1505
Philip S. Griffin Convolution equivalent Lévy processes and
first passage times . . . . . . . . . . 1506--1543
Antoine Gloria and
Jean-Christophe Mourrat Quantitative version of the
Kipnis--Varadhan theorem and Monte Carlo
approximation of homogenized
coefficients . . . . . . . . . . . . . . 1544--1583
Gerard Brunick and
Steven Shreve Mimicking an Itô process by a solution of
a stochastic differential equation . . . 1584--1628
A. Galves and
N. L. Garcia and
E. Löcherbach and
E. Orlandi Kalikow-type decomposition for
multicolor infinite range particle
systems . . . . . . . . . . . . . . . . 1629--1659
Dorival Leão and
Alberto Ohashi Weak approximations for Wiener
functionals . . . . . . . . . . . . . . 1660--1691
Persi Diaconis and
Jason Fulman and
Susan Holmes Analysis of casino shelf shuffling
machines . . . . . . . . . . . . . . . . 1692--1720
Stefano Favaro and
Antonio Lijoi and
Igor Prünster Conditional formulae for Gibbs-type
exchangeable random partitions . . . . . 1721--1754
Marcel Nutz Random $G$-expectations . . . . . . . . 1755--1777
James Allen Fill and
Jonas Kahn Comparison inequalities and
fastest-mixing Markov chains . . . . . . 1778--1816
Erhan Bayraktar and
Yu-Jui Huang Robust maximization of asymptotic growth
under covariance uncertainty . . . . . . 1817--1840
Maury Bramson and
Yi Lu and
Balaji Prabhakar Decay of tails at equilibrium for FIFO
join the shortest queue networks . . . . 1841--1878
David Gamarnik and
David A. Goldberg On the rate of convergence to
stationarity of the M/M/N queue in the
Halfin--Whitt regime . . . . . . . . . . 1879--1912
Martin Hutzenthaler and
Arnulf Jentzen and
Peter E. Kloeden Divergence of the multilevel Monte Carlo
Euler method for nonlinear stochastic
differential equations . . . . . . . . . 1913--1966
F. Martinelli and
C. Toninelli Kinetically constrained spin models on
trees . . . . . . . . . . . . . . . . . 1967--1987
Denis Belomestny Solving optimal stopping problems via
empirical dual optimization . . . . . . 1988--2019
David Hobson and
Martin Klimmek Maximizing functionals of the maximum in
the Skorokhod embedding problem and an
application to variance swaps . . . . . 2020--2052
Amarjit Budhiraja and
Dominik Reinhold Near critical catalyst reactant
branching processes with controlled
immigration . . . . . . . . . . . . . . 2053--2098
Alexander L. Stolyar and
Elena Yudovina Systems with large flexible server
pools: Instability of ``natural'' load
balancing . . . . . . . . . . . . . . . 2099--2138
D. Crisan and
J. Diehl and
P. K. Friz and
H. Oberhauser Robust filtering: Correlated noise and
multidimensional observation . . . . . . 2139--2160
Mathew D. Penrose and
J. E. Yukich Limit theory for point processes in
manifolds . . . . . . . . . . . . . . . 2161--2211
Yan Dolinsky Hedging of game options with the
presence of transaction costs . . . . . 2212--2237
Thomas Hotz and
Sean Skwerer and
Stephan Huckemann and
Huiling Le and
J. S. Marron and
Jonathan C. Mattingly and
Ezra Miller and
James Nolen and
Megan Owen and
Vic Patrangenaru Sticky central limit theorems on open
books . . . . . . . . . . . . . . . . . 2238--2258
Madalina Deaconu and
Samuel Herrmann Hitting time for Bessel processes---walk
on moving spheres algorithm (WoMS) . . . 2259--2289
Peter Imkeller and
N. Sri Namachchivaya and
Nicolas Perkowski and
Hoong C. Yeong Dimensional reduction in nonlinear
filtering: A homogenization approach . . 2290--2326
Curdin Ott Optimal stopping problems for the
maximum process with upper and lower
caps . . . . . . . . . . . . . . . . . . 2327--2356
Amaury Lambert and
Florian Simatos and
Bert Zwart Scaling limits via excursion theory:
Interplay between Crump--Mode--Jagers
branching processes and
processor-sharing queues . . . . . . . . 2357--2381
David Gamarnik and
David A. Goldberg Steady-state GI/G/n queue in the
Halfin--Whitt regime . . . . . . . . . . 2382--2419
Anis Matoussi and
Dylan Possamai and
Chao Zhou Second order reflected backward
stochastic differential equations . . . 2420--2457
Charles Radin and
Mei Yin Phase transitions in exponential random
graphs . . . . . . . . . . . . . . . . . 2458--2471
Alexander Schied A control problem with fuel constraint
and Dawson--Watanabe superprocesses . . 2472--2499
Nick Whiteley Stability properties of some particle
filters . . . . . . . . . . . . . . . . 2500--2537
Nicolas Lanchier and
Stylianos Scarlatos Fixation in the one-dimensional Axelrod
model . . . . . . . . . . . . . . . . . 2538--2559
Nicolas Broutin and
Ralph Neininger and
Henning Sulzbach A limit process for partial match
queries in random quadtrees and $2$-D
trees . . . . . . . . . . . . . . . . . 2560--2603
Boris Ettinger and
Steven N. Evans and
Alexandru Hening Killed Brownian motion with a prescribed
lifetime distribution and models of
default . . . . . . . . . . . . . . . . 1--33
Pierre E. Jacob and
Robin J. Ryder The Wang--Landau algorithm reaches the
flat histogram criterion in finite time 34--53
Sergio Pulido The fundamental theorem of asset
pricing, the hedging problem and maximal
claims in financial markets with short
sales prohibitions . . . . . . . . . . . 54--75
D. Shah and
J. N. Tsitsiklis and
Y. Zhong Qualitative properties of $ \alpha
$-fair policies in bandwidth-sharing
networks . . . . . . . . . . . . . . . . 76--113
Aaron Smith A Gibbs sampler on the $n$-simplex . . . 114--130
Gareth O. Roberts and
Jeffrey S. Rosenthal Minimising MCMC variance via diffusion
limits, with an application to simulated
tempering . . . . . . . . . . . . . . . 131--149
J. Theodore Cox and
Edwin A. Perkins A complete convergence theorem for voter
model perturbations . . . . . . . . . . 150--197
Sergey Foss and
James B. Martin and
Philipp Schmidt Long-range last-passage percolation on
the line . . . . . . . . . . . . . . . . 198--234
S. Val\`ere Bitseki Penda and
Hac\`ene Djellout and
Arnaud Guillin Deviation inequalities, moderate
deviations and some limit theorems for
bifurcating Markov chains with
application . . . . . . . . . . . . . . 235--291
Michel Bena\"\im and
Stéphane Le Borgne and
Florent Malrieu and
Pierre-André Zitt On the stability of planar randomly
switched systems . . . . . . . . . . . . 292--311
A. Galichon and
P. Henry-Labord\`ere and
N. Touzi A stochastic control approach to
no-arbitrage bounds given marginals,
with an application to lookback options 312--336
Andreas Eberle Error bounds for Metropolis--Hastings
algorithms applied to perturbations of
Gaussian measures in high dimensions . . 337--377
Yunan Liu and
Ward Whitt Many-server heavy-traffic limit for
queues with time-varying parameters . . 378--421
Pierre Collet and
Florencia Leonardi Loss of memory of hidden Markov models
and Lyapunov exponents . . . . . . . . . 422--446
Antonio Lijoi and
Igor Prünster and
Stephen G. Walker A note on ``Bayesian nonparametric
estimators derived from conditional
Gibbs structures'' . . . . . . . . . . . 447--448
Julien Berestycki and
Nathanaël Berestycki and
Vlada Limic A small-time coupling between $ \Lambda
$-coalescents and branching processes 449--475
A. Faggionato and
C. Roberto and
C. Toninelli Universality for one-dimensional
hierarchical coalescence processes with
double and triple merges . . . . . . . . 476--525
Oleg Butkovsky Subgeometric rates of convergence of
Markov processes in the Wasserstein
metric . . . . . . . . . . . . . . . . . 526--552
Mathieu Faure and
Sebastian J. Schreiber Quasi-stationary distributions for
randomly perturbed dynamical systems . . 553--598
Kenneth S. Alexander and
Nikos Zygouras Path properties of the disordered
pinning model in the delocalized regime 599--615
Ennio Fedrizzi Stability of solitons under rapidly
oscillating random perturbations of the
initial conditions . . . . . . . . . . . 616--651
Dan Crisan and
Konstantinos Manolarakis Second order discretization of backward
SDEs and simulation with the cubature
method . . . . . . . . . . . . . . . . . 652--678
Jean-François Chassagneux and
Dan Crisan Runge--Kutta schemes for backward
stochastic differential equations . . . 679--720
Hye-Won Kang and
Thomas G. Kurtz and
Lea Popovic Central limit theorems and diffusion
approximations for multiscale Markov
chain models . . . . . . . . . . . . . . 721--759
Rami Atar and
Itai Gurvich Scheduling parallel servers in the
nondegenerate slowdown diffusion regime:
Asymptotic optimality results . . . . . 760--810
Rafael Mendoza-Arriaga and
Vadim Linetsky Time-changed CIR default intensities
with two-sided mean-reverting jumps . . 811--856
L. R. G. Fontes and
R. J. Gava and
V. Gayrard The $K$-process on a tree as a scaling
limit of the GREM-like trap model . . . 857--897
Bruno Bouchard and
Ludovic Moreau and
Marcel Nutz Stochastic target games with controlled
loss . . . . . . . . . . . . . . . . . . 899--934
Natesh S. Pillai and
Jun Yin Universality of covariance matrices . . 935--1001
Mathieu Rosenbaum and
Peter Tankov Asymptotically optimal discretization of
hedging strategies with jumps . . . . . 1002--1048
A. Alfonsi and
B. Jourdain and
A. Kohatsu-Higa Pathwise optimal transport bounds
between a one-dimensional diffusion and
its Euler scheme . . . . . . . . . . . . 1049--1080
Frank G. Ball and
David J. Sirl and
Pieter Trapman Epidemics on random intersection graphs 1081--1128
Philippe Briand and
Céline Labart Simulation of BSDEs by Wiener chaos
expansion . . . . . . . . . . . . . . . 1129--1171
Alexei Borodin and
Ivan Corwin Moments and Lyapunov exponents for the
parabolic Anderson model . . . . . . . . 1172--1198
Baisuo Jin and
Chen Wang and
Z. D. Bai and
K. Krishnan Nair and
Matthew Harding Limiting spectral distribution of a
symmetrized auto-cross covariance matrix 1199--1225
John K. McSweeney and
Lea Popovic Stochastically-induced bistability in
chemical reaction systems . . . . . . . 1226--1268
Rudolf Grübel Search trees: Metric aspects and strong
limit theorems . . . . . . . . . . . . . 1269--1297
Jonathan Touboul Propagation of chaos in neural fields 1298--1328
Weining Kang and
Kavita Ramanan Characterization of stationary
distributions of reflected diffusions 1329--1374
Peter Hegarty and
Anders Martinsson On the existence of accessible paths in
various models of fitness landscapes . . 1375--1395
Alexandros Beskos and
Dan Crisan and
Ajay Jasra On the stability of sequential Monte
Carlo methods in high dimensions . . . . 1396--1445
Louis-Pierre Arguin and
Olivier Zindy Poisson--Dirichlet statistics for the
extremes of a log-correlated Gaussian
field . . . . . . . . . . . . . . . . . 1446--1481
Soumik Pal and
Mykhaylo Shkolnikov Concentration of measure for Brownian
particle systems interacting through
their ranks . . . . . . . . . . . . . . 1482--1508
Libo Li and
Marek Rutkowski Progressive enlargements of filtrations
with pseudo-honest times . . . . . . . . 1509--1553
Sigurd Assing and
Saul Jacka and
Adriana Ocejo Monotonicity of the value function for a
two-dimensional optimal stopping problem 1554--1584
Michael B. Giles and
Lukasz Szpruch Antithetic multilevel Monte Carlo
estimation for multi-dimensional SDEs
without Lévy area simulation . . . . . . 1585--1620
Brian Rider and
Christopher D. Sinclair Extremal laws for the real Ginibre
ensemble . . . . . . . . . . . . . . . . 1621--1651
Emmanuel Gobet and
Nicolas Landon Almost sure optimal hedging strategy . . 1652--1690
Jingchen Liu and
Gongjun Xu On the conditional distributions and the
efficient simulations of exponential
integrals of Gaussian random fields . . 1691--1738
Martin Larsson Filtration shrinkage, strict local
martingales and the Föllmer measure . . . 1739--1766
Randal Douc and
Eric Moulines and
Jimmy Olsson Long-term stability of sequential Monte
Carlo methods under verifiable
conditions . . . . . . . . . . . . . . . 1767--1802
Xiaolu Tan Discrete-time probabilistic
approximation of path-dependent
stochastic control problems . . . . . . 1803--1834
Ben Morris and
Weiyang Ning and
Yuval Peres Mixing time of the card-cyclic-to-random
shuffle . . . . . . . . . . . . . . . . 1835--1849
Viktor Todorov and
George Tauchen Limit theorems for the empirical
distribution function of scaled
increments of Itô semimartingales at high
frequencies . . . . . . . . . . . . . . 1850--1888
Oren Louidor and
Ran Tessler and
Alexander Vandenberg-Rodes The Williams--Bjerknes model on regular
trees . . . . . . . . . . . . . . . . . 1889--1917
A. B. Dieker and
X. Gao Sensitivity analysis for diffusion
processes constrained to an orthant . . 1918--1945
Eric Luçon and
Wilhelm Stannat Mean field limit for disordered
diffusions with singular interactions 1946--1993
Christian Bayer and
John Schoenmakers Simulation of forward-reverse stochastic
representations for conditional
diffusions . . . . . . . . . . . . . . . 1994--2032
Rami Atar and
Anup Biswas Control of the multiclass $ {G / G / 1}
$ queue in the moderate deviation regime 2033--2069
Pascal Maillard and
Ofer Zeitouni Performance of the Metropolis algorithm
on a disordered tree: The Einstein
relation . . . . . . . . . . . . . . . . 2070--2090
Joel Spencer and
Madhu Sudan and
Kuang Xu Queuing with future information . . . . 2091--2142
Jeffrey F. Collamore and
Guoqing Diao and
Anand N. Vidyashankar Rare event simulation for processes
generated via stochastic fixed point
equations . . . . . . . . . . . . . . . 2143--2175
Erdinç Akyildirim and
Yan Dolinsky and
H. Mete Soner Approximating stochastic volatility by
recombinant trees . . . . . . . . . . . 2176--2205
D. Shah and
N. S. Walton and
Y. Zhong Optimal queue-size scaling in switched
networks . . . . . . . . . . . . . . . . 2207--2245
Michel Broniatowski and
Virgile Caron Long runs under a conditional limit
distribution . . . . . . . . . . . . . . 2246--2296
Louigi Addario-Berry and
Nicolas Broutin and
Cecilia Holmgren Cutting down trees with a Markov
chainsaw . . . . . . . . . . . . . . . . 2297--2339
Goran Peskir Quickest detection of a hidden target
and extremal surfaces . . . . . . . . . 2340--2370
Djalil Chafa\"\i and
Nathael Gozlan and
Pierre-André Zitt First-order global asymptotics for
confined particles with singular pair
repulsion . . . . . . . . . . . . . . . 2371--2413
Mustafa Khandwawala and
Rajesh Sundaresan Belief propagation for optimal edge
cover in the random complete graph . . . 2414--2454
Martin Hairer and
Andrew M. Stuart and
Sebastian J. Vollmer Spectral gaps for a Metropolis--Hastings
algorithm in infinite dimensions . . . . 2455--2490
Mark Podolskij and
Christian Schmidt and
Johanna F. Ziegel Limit theorems for nondegenerate
$U$-statistics of continuous
semimartingales . . . . . . . . . . . . 2491--2526
Itai Gurvich Diffusion models and steady-state
approximations for exponentially ergodic
Markovian queues . . . . . . . . . . . . 2527--2559
Adrien Joseph The component sizes of a critical random
graph with given degree sequence . . . . 2560--2594
Benedikt Jahnel and
Christof Külske A class of nonergodic interacting
particle systems with unique invariant
measure . . . . . . . . . . . . . . . . 2595--2643
Christophe Andrieu and
Vladislav B. Tadi\'c and
Matti Vihola On the stability of some controlled
Markov chains and its applications to
stochastic approximation with Markovian
dynamic . . . . . . . . . . . . . . . . 1--45
Daniel Hernandez-Hernandez and
Robert S. Simon and
Mihail Zervos A zero-sum game between a singular
stochastic controller and a
discretionary stopper . . . . . . . . . 46--80
Jean Bertoin and
Gerónimo Uribe Bravo Supercritical percolation on large
scale-free random trees . . . . . . . . 81--103
Richard Durrett and
Stephen Moseley Spatial Moran models I. Stochastic
tunneling in the neutral case . . . . . 104--115
Raphael Lachieze-Rey and
Ilya Molchanov Regularity conditions in the
realisability problem with applications
to point processes and random closed
sets . . . . . . . . . . . . . . . . . . 116--149
Giorgio Ferrari On an integral equation for the
free-boundary of stochastic,
irreversible investment problems . . . . 150--176
J. E. Yukich Surface order scaling in stochastic
geometry . . . . . . . . . . . . . . . . 177--210
Mohamed Ben Alaya and
Ahmed Kebaier Central limit theorem for the multilevel
Monte Carlo Euler method . . . . . . . . 211--234
Matthew Lorig and
Stefano Pagliarani and
Andrea Pascucci A family of density expansions for
Lévy-type processes . . . . . . . . . . . 235--267
Sebastian Müller Interacting growth processes and
invariant percolation . . . . . . . . . 268--286
Janko Gravner and
Christopher Hoffman and
James Pfeiffer and
David Sivakoff Bootstrap percolation on the Hamming
torus . . . . . . . . . . . . . . . . . 287--323
F. Thomas Bruss and
Mitia Duerinckx Resource dependent branching processes
and the envelope of societies . . . . . 324--372
Antonio Auffinger and
Michael Damron and
Jack Hanson Limiting geodesics for first-passage
percolation on subsets of $ \mathbb
{Z}^2 $ . . . . . . . . . . . . . . . . 373--405
Gennady Shaikhet Necessary condition for null
controllability in many-server heavy
traffic . . . . . . . . . . . . . . . . 406--428
Constantinos Kardaras On the stochastic behaviour of optional
processes up to random times . . . . . . 429--464
Raghu Meka A polynomial time approximation scheme
for computing the supremum of Gaussian
processes . . . . . . . . . . . . . . . 465--476
Mohammed Abdullah and
Colin Cooper and
Moez Draief Viral processes by random walks on
random regular graphs . . . . . . . . . 477--522
Patrizia Berti and
Irene Crimaldi and
Luca Pratelli and
Pietro Rigo Central limit theorems for an Indian
buffet model with random weights . . . . 523--547
Lingjiong Zhu Large deviations for Markovian nonlinear
Hawkes processes . . . . . . . . . . . . 548--581
P. Moyal A generalized backward scheme for
solving nonmonotonic stochastic
recursions . . . . . . . . . . . . . . . 582--599
Thibault Jaisson and
Mathieu Rosenbaum Limit theorems for nearly unstable
Hawkes processes . . . . . . . . . . . . 600--631
Emmanuel Jacob and
Peter Mörters Spatial preferential attachment
networks: Power laws and clustering
coefficients . . . . . . . . . . . . . . 632--662
Antar Bandyopadhyay and
Farkhondeh Sajadi On the expected total number of
infections for virus spread on a finite
network . . . . . . . . . . . . . . . . 663--674
Gautam Iyer and
Nicholas Leger and
Robert L. Pego Limit theorems for Smoluchowski dynamics
associated with critical
continuous-state branching processes . . 675--713
Martin Keller-Ressel and
Eberhard Mayerhofer Exponential moments of affine processes 714--752
Mohsen Bayati and
Marc Lelarge and
Andrea Montanari Universality in polytope phase
transitions and message passing
algorithms . . . . . . . . . . . . . . . 753--822
Bruno Bouchard and
Marcel Nutz Arbitrage and duality in nondominated
discrete-time models . . . . . . . . . . 823--859
Nicolas Fournier Finiteness of entropy for the
homogeneous Boltzmann equation with
measure initial condition . . . . . . . 860--897
Marek Biskup and
Thomas Richthammer Gibbs measures on permutations over
one-dimensional discrete point sets . . 898--929
Sabine Jansen and
Wolfgang König and
Bernd Metzger Large deviations for cluster size
distributions in a continuous classical
many-body system . . . . . . . . . . . . 930--973
Mark Huber Approximation algorithms for the
normalizing constant of Gibbs
distributions . . . . . . . . . . . . . 974--985
Camilo Andrés García Trillos A decreasing step method for strongly
oscillating stochastic models . . . . . 986--1029
Christophe Andrieu and
Matti Vihola Convergence properties of
pseudo-marginal Markov chain Monte Carlo
algorithms . . . . . . . . . . . . . . . 1030--1077
Oriane Blondel Tracer diffusion at low temperature in
kinetically constrained models . . . . . 1079--1107
N. Lanchier Evolutionary games on the lattice:
Payoffs affecting birth and death rates 1108--1154
Miklós Z. Rácz and
Mykhaylo Shkolnikov Multidimensional sticky Brownian motions
as limits of exclusion processes . . . . 1155--1188
René Carmona and
Daniel Lacker A probabilistic weak formulation of mean
field games and applications . . . . . . 1189--1231
Sunil Chhita and
Kurt Johansson and
Benjamin Young Asymptotic domino statistics in the
Aztec diamond . . . . . . . . . . . . . 1232--1278
Malwina J. Luczak and
Colin McDiarmid Balanced routing of random calls . . . . 1279--1324
Iulia Dahmer and
Götz Kersting The internal branch lengths of the
Kingman coalescent . . . . . . . . . . . 1325--1348
Patrik L. Ferrari and
Herbert Spohn and
Thomas Weiss Scaling limit for Brownian motions with
one-sided collisions . . . . . . . . . . 1349--1382
Xiang Yu Utility maximization with addictive
consumption habit formation in
incomplete semimartingale markets . . . 1383--1419
Josh Reed and
Rishi Talreja Distribution-valued heavy-traffic limits
for the $ G / G I / \infty $ queue . . . 1420--1474
Robert C. Dalang and
Albert N. Shiryaev A quickest detection problem with an
observation cost . . . . . . . . . . . . 1475--1512
Zhiyi Chi Strong renewal theorems with infinite
mean beyond local large deviations . . . 1513--1539
Wenjie Guo and
Jianfeng Zhang and
Jia Zhuo A monotone scheme for high-dimensional
fully nonlinear PDEs . . . . . . . . . . 1540--1580
Yunjiang Jiang Mixing time of Metropolis chain based on
random transposition walk converging to
multivariate Ewens distribution . . . . 1581--1615
Anja Sturm and
Jan M. Swart A particle system with cooperative
branching and coalescence . . . . . . . 1616--1649
Pietro Caputo and
Fabio Martinelli and
Alistair Sinclair and
Alexandre Stauffer Random lattice triangulations: Structure
and algorithms . . . . . . . . . . . . . 1650--1685
Hamed Amini and
Marc Lelarge The diameter of weighted random graphs 1686--1727
Sara Billey and
Krzysztof Burdzy and
Soumik Pal and
Bruce E. Sagan On meteors, earthworms and WIMPs . . . . 1729--1779
Shankar Bhamidi and
Jesse Goodman and
Remco van der Hofstad and
Júlia Komjáthy Degree distribution of shortest path
trees and bias of network sampling
algorithms . . . . . . . . . . . . . . . 1780--1826
Constantinos Kardaras and
Dörte Kreher and
Ashkan Nikeghbali Strict local martingales and bubbles . . 1827--1867
F. Avram and
Z. Palmowski and
M. R. Pistorius On Gerber--Shiu functions and optimal
dividend distribution for a Lévy risk
process in the presence of a penalty
function . . . . . . . . . . . . . . . . 1868--1935
Raphaël Cerf Critical population and error threshold
on the sharp peak landscape for the
Wright--Fisher model . . . . . . . . . . 1936--1992
Daniela Bertacchi and
Fabio Zucca Branching random walks and multi-type
contact-processes on the percolation
cluster of $ \mathbb {Z}^d $ . . . . . . 1993--2012
Charles D. Brummitt and
Shirshendu Chatterjee and
Partha S. Dey and
David Sivakoff Jigsaw percolation: What social networks
can collaboratively solve a puzzle? . . 2013--2038
Paul Gassiat and
Aleksandar Mijatovi\'c and
Harald Oberhauser An integral equation for Root's barrier
and the generation of Brownian
increments . . . . . . . . . . . . . . . 2039--2065
Paolo Guasoni and
Miklós Rásonyi Hedging, arbitrage and optimality with
superlinear frictions . . . . . . . . . 2066--2095
François Delarue and
James Inglis and
Sylvain Rubenthaler and
Etienne Tanré Global solvability of a networked
integrate-and-fire model of
McKean--Vlasov type . . . . . . . . . . 2096--2133
Marco Fuhrman and
Huyên Pham Randomized and backward SDE
representation for optimal control of
non-Markovian SDEs . . . . . . . . . . . 2134--2167
Jin Ma and
Zhen Wu and
Detao Zhang and
Jianfeng Zhang On well-posedness of forward-backward
SDEs --- a unified approach . . . . . . 2168--2214
Daphné Dieuleveut The vertex-cut-tree of Galton--Watson
trees converging to a stable tree . . . 2215--2262
Benjamin Jourdain and
Tony Leli\`evre and
Blazej Miasojedow Optimal scaling for the transient phase
of the random walk Metropolis algorithm:
The mean-field limit . . . . . . . . . . 2263--2300
Idris Kharroubi and
Nicolas Langrené and
Huyên Pham Discrete time approximation of fully
nonlinear HJB equations via BSDEs with
nonpositive jumps . . . . . . . . . . . 2301--2338
Alexei Borodin and
Alexey Bufetov and
Grigori Olshanski Limit shapes for growing extreme
characters of $ U(\infty) $ . . . . . . 2339--2381
M. H. A. Davis and
M. R. Pistorius Explicit solution of an inverse
first-passage time problem for Lévy
processes and counterparty credit risk 2383--2415
Alexandre Stauffer Space-time percolation and detection by
mobile nodes . . . . . . . . . . . . . . 2416--2461
Shankar Bhamidi and
J. Michael Steele and
Tauhid Zaman Twitter event networks and the Superstar
model . . . . . . . . . . . . . . . . . 2462--2502
Marcel Nutz and
Jianfeng Zhang Optimal stopping under adverse nonlinear
expectation and related games . . . . . 2503--2534
Dylan Possama\"\i and
Xiaolu Tan Weak approximation of second-order BSDEs 2535--2562
Arnaud Lionnet and
Gonçalo dos Reis and
Lukasz Szpruch Time discretization of FBSDE with
polynomial growth drivers and
reaction-diffusion PDEs . . . . . . . . 2563--2625
Philippe Robert and
Amandine Véber A stochastic analysis of resource
sharing with logarithmic weights . . . . 2626--2670
Attila Herczegh and
Vilmos Prokaj Shadow price in the power utility case 2671--2707
Peter Bank and
Dmitry Kramkov A model for a large investor trading at
market indifference prices. II:
Continuous-time case . . . . . . . . . . 2708--2742
Morteza Ibrahimi and
Yash Kanoria and
Matt Kraning and
Andrea Montanari The set of solutions of random XORSAT
formulae . . . . . . . . . . . . . . . . 2743--2808
Patrick Rebeschini and
Ramon van Handel Can local particle filters beat the
curse of dimensionality? . . . . . . . . 2809--2866
Nabil Kazi-Tani and
Dylan Possama\"\i and
Chao Zhou Second-order BSDEs with jumps:
Formulation and uniqueness . . . . . . . 2867--2908
Paul Dupuis and
Konstantinos Spiliopoulos and
Xiang Zhou Escaping from an attractor: Importance
sampling and rest points I . . . . . . . 2909--2958
Nicos Georgiou and
Mathew Joseph and
Davar Khoshnevisan and
Shang-Yuan Shiu Semi-discrete semi-linear parabolic
SPDEs . . . . . . . . . . . . . . . . . 2959--3006
Olivier Hénard The fixation line in the $ \Lambda
$-coalescent . . . . . . . . . . . . . . 3007--3032
Huiling Le A diffusion process associated with
Fréchet means . . . . . . . . . . . . . . 3033--3046
Annika Lang and
Christoph Schwab Isotropic Gaussian random fields on the
sphere: Regularity, fast simulation and
stochastic partial differential
equations . . . . . . . . . . . . . . . 3047--3094
Vlad Bally and
Arturo Kohatsu-Higa A probabilistic interpretation of the
parametrix method . . . . . . . . . . . 3095--3138
Idan Perl and
Arnab Sen and
Ariel Yadin Extinction window of mean field
branching annihilating random walk . . . 3139--3161
Peter Pfaffelhuber and
Lea Popovic Scaling limits of spatial compartment
models for chemical reaction networks 3162--3208
Jose Blanchet and
Xinyun Chen Steady-state simulation of reflected
Brownian motion and related stochastic
networks . . . . . . . . . . . . . . . . 3209--3250
Erhan Bayraktar and
Sergey Nadtochiy Weak reflection principle for Lévy
processes . . . . . . . . . . . . . . . 3251--3294
Tobias Müller and
Reto Spöhel A geometric Achlioptas process . . . . . 3295--3337
D. Yogeshwaran and
Robert J. Adler On the topology of random complexes
built over stationary point processes 3338--3380
Amber L. Puha Diffusion limits for shortest remaining
processing time queues under nonstandard
spatial scaling . . . . . . . . . . . . 3381--3404
Hongzhong Zhang and
Neofytos Rodosthenous and
Olympia Hadjiliadis Robustness of the $N$-CUSUM stopping
rule in a Wiener disorder problem . . . 3405--3433
Rick Durrett and
Yuan Zhang Coexistence of grass, saplings and trees
in the Staver--Levin forest model . . . 3434--3464
Nicolas Verzelen and
Ery Arias-Castro Community detection in sparse random
networks . . . . . . . . . . . . . . . . 3465--3510
Ari Arapostathis and
Anup Biswas and
Guodong Pang Ergodic control of multi-class $ M / M /
N + M $ queues in the Halfin--Whitt
regime . . . . . . . . . . . . . . . . . 3511--3570
Sreenivasa Rao Jammalamadaka and
Svante Janson Asymptotic distribution of the maximum
interpoint distance in a sample of
random vectors with a spherically
symmetric distribution . . . . . . . . . 3571--3591
Radu V. Craiu and
Lawrence Gray and
Krzysztof Latuszy\'nski and
Neal Madras and
Gareth O. Roberts and
Jeffrey S. Rosenthal Stability of adversarial Markov chains,
with an application to adaptive MCMC
algorithms . . . . . . . . . . . . . . . 3592--3623
Chen Wang and
Baisuo Jin and
Z. D. Bai and
K. Krishnan Nair and
Matthew Harding Strong limit of the extreme eigenvalues
of a symmetrized auto-cross covariance
matrix . . . . . . . . . . . . . . . . . 3624--3683
Pierre Henry-Labord\`ere and
Jan Ob\lój and
Peter Spoida and
Nizar Touzi The maximum maximum of a martingale with
given $ \mathbf {n} $ marginals . . . . 1--44
James A. Duffy A uniform law for convergence to the
local times of linear fractional stable
motions . . . . . . . . . . . . . . . . 45--72
Daniel Hug and
Günter Last and
Matthias Schulte Second-order properties and central
limit theorems for geometric functionals
of Boolean models . . . . . . . . . . . 73--135
Steffen Dereich and
Sangmeng Li Multilevel Monte Carlo for Lévy-driven
SDEs: Central limit theorems for
adaptive Euler schemes . . . . . . . . . 136--185
Han Feng and
David Hobson Gambling in contests with random initial
law . . . . . . . . . . . . . . . . . . 186--215
Sylvain Delattre and
Nicolas Fournier and
Marc Hoffmann Hawkes processes on large networks . . . 216--261
Jean-François Chassagneux and
Adrien Richou Numerical simulation of quadratic BSDEs 262--304
Venkat Anantharam and
Justin Salez The densest subgraph problem in sparse
random graphs . . . . . . . . . . . . . 305--327
Daniel Hackmann and
Alexey Kuznetsov Approximating Lévy processes with
completely monotone jumps . . . . . . . 328--359
Philip S. Griffin Sample path behavior of a Lévy insurance
risk process approaching ruin, under the
Cramér--Lundberg and convolution
equivalent conditions . . . . . . . . . 360--401
Hugo Gimbert and
Jérôme Renault and
Sylvain Sorin and
Xavier Venel and
Wieslaw Zielonka On values of repeated games with signals 402--424
David Kelly Rough path recursions and diffusion
approximations . . . . . . . . . . . . . 425--461
Domenico Marinucci and
Sreekar Vadlamani High-frequency asymptotics for
Lipschitz-Killing curvatures of
excursion sets on the sphere . . . . . . 462--506
Janosch Ortmann and
Jeremy Quastel and
Daniel Remenik Exact formulas for random growth with
half-flat initial data . . . . . . . . . 507--548
Jason Cantarella and
Clayton Shonkwiler The symplectic geometry of closed
equilateral random walks in $3$-space 549--596
Hariharan Narayanan Randomized interior point methods for
sampling and optimization . . . . . . . 597--641
Thomas Madaule and
Rémi Rhodes and
Vincent Vargas Glassy phase and freezing of
log-correlated Gaussian potentials . . . 643--690
Harry Crane Dynamic random networks and their graph
limits . . . . . . . . . . . . . . . . . 691--721
Dan Cheng and
Yimin Xiao The mean Euler characteristic and
excursion probability of Gaussian random
fields with stationary increments . . . 722--759
R. Fernandez and
F. Manzo and
F. R. Nardi and
E. Scoppola and
J. Sohier Conditioned, quasi-stationary,
restricted measures and escape from
metastable states . . . . . . . . . . . 760--793
Dmitry Kramkov and
Sergio Pulido A system of quadratic BSDEs arising in a
price impact model . . . . . . . . . . . 794--817
Akihiko Takahashi and
Toshihiro Yamada A weak approximation with asymptotic
expansion and multidimensional Malliavin
weights . . . . . . . . . . . . . . . . 818--856
Jochen Blath and
Adrián González Casanova and
Noemi Kurt and
Maite Wilke-Berenguer A new coalescent for seed-bank models 857--891
Roberto Cortez and
Joaquin Fontbona Quantitative propagation of chaos for
generalized Kac particle systems . . . . 892--916
J. Theodore Cox and
Yuval Peres and
Jeffrey E. Steif Cutoff for the noisy voter model . . . . 917--932
Noufel Frikha Multi-level stochastic approximation
algorithms . . . . . . . . . . . . . . . 933--985
Mathew D. Penrose Connectivity of soft random geometric
graphs . . . . . . . . . . . . . . . . . 986--1028
James Norris A consistency estimate for Kac's model
of elastic collisions in a dilute gas 1029--1081
Erhan Bayraktar and
Jiaqi Li Stochastic Perron for stochastic target
games . . . . . . . . . . . . . . . . . 1082--1110
Alexandros Beskos and
Ajay Jasra and
Nikolas Kantas and
Alexandre Thiery On the convergence of adaptive
sequential Monte Carlo methods . . . . . 1111--1146
Yaozhong Hu and
Yanghui Liu and
David Nualart Rate of convergence and asymptotic error
distribution of Euler approximation
schemes for fractional diffusions . . . 1147--1207
Sébastien Choukroun and
Andrea Cosso Backward SDE representation for
stochastic control problems with
nondominated controlled intensity . . . 1208--1259
Denis Belomestny and
Volker Krätschmer Optimal stopping under model
uncertainty: Randomized stopping times
approach . . . . . . . . . . . . . . . . 1260--1295
Eric Foxall and
Roderick Edwards and
P. van den Driessche Social contact processes and the partner
model . . . . . . . . . . . . . . . . . 1297--1328
Ioannis Karatzas and
Andrey Sarantsev Diverse market models of competing
Brownian particles with splits and
mergers . . . . . . . . . . . . . . . . 1329--1361
Victor Bapst and
Amin Coja-Oghlan and
Felicia Raßmann A positive temperature phase transition
in random hypergraph $2$-coloring . . . 1362--1406
Michele Coghi and
Franco Flandoli Propagation of chaos for interacting
particles subject to environmental noise 1407--1442
Giulia Di Nunno and
Tusheng Zhang Approximations of stochastic partial
differential equations . . . . . . . . . 1443--1466
Scott N. Armstrong and
Ofer Zeitouni Local asymptotics for controlled
martingales . . . . . . . . . . . . . . 1467--1494
Marianne Clausel and
Jean-François Coeurjolly and
Jérôme Lelong Stein estimation of the intensity of a
spatial homogeneous Poisson point
process . . . . . . . . . . . . . . . . 1495--1534
René Carmona and
Xiuneng Zhu A probabilistic approach to mean field
games with major and minor players . . . 1535--1580
Patrick Cattiaux and
José R. León and
Clémentine Prieur Estimation for stochastic damping
Hamiltonian systems under partial
observation. III. Diffusion term . . . . 1581--1619
Christopher Hoffman and
Tobias Johnson and
Matthew Junge From transience to recurrence with
Poisson tree frogs . . . . . . . . . . . 1620--1635
Paul Embrechts and
Marius Hofert and
Ruodu Wang Bernoulli and tail-dependence
compatibility . . . . . . . . . . . . . 1636--1658
Alan Edelman and
A. Guionnet and
S. Péché Beyond universality in random matrix
theory . . . . . . . . . . . . . . . . . 1659--1697
Peter Bank and
Yan Dolinsky and
Selim Gökay Super-replication with nonlinear
transaction costs and volatility
uncertainty . . . . . . . . . . . . . . 1698--1726
Antoine Lejay The snapping out Brownian motion . . . . 1727--1742
Fulvia Confortola and
Marco Fuhrman and
Jean Jacod Backward stochastic differential
equation driven by a marked point
process: An elementary approach with an
application to optimal control . . . . . 1743--1773
Max Fathi and
Jan Maas Entropic Ricci curvature bounds for
discrete interacting systems . . . . . . 1774--1806
Rahul Roy and
Kumarjit Saha and
Anish Sarkar Hack's law in a drainage network model:
a Brownian web approach . . . . . . . . 1807--1836
Jamal Najim and
Jianfeng Yao Gaussian fluctuations for linear
spectral statistics of large random
covariance matrices . . . . . . . . . . 1837--1887
Christoph Czichowsky and
Walter Schachermayer Duality theory for portfolio
optimisation under transaction costs . . 1888--1941
Folkmar Bornemann A note on the expansion of the smallest
eigenvalue distribution of the LUE at
the hard edge . . . . . . . . . . . . . 1942--1946
I. M. Verloop Asymptotically optimal priority policies
for indexable and nonindexable restless
bandits . . . . . . . . . . . . . . . . 1947--1995
Umut Çetin and
Albina Danilova Markovian Nash equilibrium in financial
markets with asymmetric information and
related forward--backward systems . . . 1996--2029
Ivan Corwin and
Zhipeng Liu and
Dong Wang Fluctuations of TASEP and LPP with
general initial data . . . . . . . . . . 2030--2082
Sotirios Sabanis Euler approximations with varying
coefficients: The case of superlinearly
growing diffusion coefficients . . . . . 2083--2105
Giovanni Luca Torrisi Gaussian approximation of nonlinear
Hawkes processes . . . . . . . . . . . . 2106--2140
Alessandro Arlotto and
J. Michael Steele Beardwood--Halton--Hammersley theorem
for stationary ergodic sequences: a
counterexample . . . . . . . . . . . . . 2141--2168
Joscha Diehl and
Peter Friz and
Hilmar Mai Pathwise stability of likelihood
estimators for diffusions via rough
paths . . . . . . . . . . . . . . . . . 2169--2192
Siva Athreya and
Adrian Röllin Dense graph limits under
respondent-driven sampling . . . . . . . 2193--2210
Elchanan Mossel and
Joe Neeman and
Allan Sly Belief propagation, robust
reconstruction and optimal recovery of
block models . . . . . . . . . . . . . . 2211--2256
Zhiyi Chi Random reversible Markov matrices with
tunable extremal eigenvalues . . . . . . 2257--2272
David Hobson Mimicking martingales . . . . . . . . . 2273--2303
Guillaume Barraquand and
Ivan Corwin The $q$-Hahn asymmetric exclusion
process . . . . . . . . . . . . . . . . 2304--2356
Randal Douc and
François Roueff and
Tepmony Sim The maximizing set of the asymptotic
normalized log-likelihood for partially
observed Markov chains . . . . . . . . . 2357--2383
Xiao Fang and
David Siegmund Poisson approximation for two scan
statistics with rates of convergence . . 2384--2418
Maria Deijfen and
Remco van der Hofstad The winner takes it all . . . . . . . . 2419--2453
Chen Jia and
Da-Quan Jiang and
Min-Ping Qian Cycle symmetries and circulation
fluctuations for discrete-time and
continuous-time Markov chains . . . . . 2454--2493
Remco van der Hofstad and
Mark Holmes and
Alexey Kuznetsov and
Wioletta Ruszel Strongly reinforced Pólya urns with
graph-based competition . . . . . . . . 2494--2539
Ian W. McKeague and
Bruce Levin Convergence of empirical distributions
in an interpretation of quantum
mechanics . . . . . . . . . . . . . . . 2540--2555
Jean Bertoin and
Igor Kortchemski Self-similar scaling limits of Markov
chains on the positive integers . . . . 2556--2595
Anders Martinsson Unoriented first-passage percolation on
the $n$-cube . . . . . . . . . . . . . . 2597--2625
David A. Goldberg Second-order Markov random fields for
independent sets on the infinite Cayley
tree . . . . . . . . . . . . . . . . . . 2626--2660
Christophe Andrieu and
Matti Vihola Establishing some order amongst exact
approximations of MCMCs . . . . . . . . 2661--2696
Xicheng Zhang Stochastic differential equations with
Sobolev diffusion and singular drift and
applications . . . . . . . . . . . . . . 2697--2732
Eugene Kanzieper and
Mihail Poplavskyi and
Carsten Timm and
Roger Tribe and
Oleg Zaboronski What is the probability that a large
random matrix has no real eigenvalues? 2733--2753
Markus Bibinger and
Moritz Jirak and
Markus Reiß Volatility estimation under one-sided
errors with applications to limit order
books . . . . . . . . . . . . . . . . . 2754--2790
Sung Jin Hwang and
Steven B. Damelin and
Alfred O. Hero III Shortest path through random points . . 2791--2823
Eric Foxall Critical behaviour of the partner model 2824--2859
Thibault Jaisson and
Mathieu Rosenbaum Rough fractional diffusions as scaling
limits of nearly unstable heavy tailed
Hawkes processes . . . . . . . . . . . . 2860--2882
Ji\vrí \vCerný and
Augusto Teixeira Random walks on torus and random
interlacements: Macroscopic coupling and
phase transition . . . . . . . . . . . . 2883--2914
Daniele Cappelletti and
Carsten Wiuf Elimination of intermediate species in
multiscale stochastic reaction networks 2915--2958
Wen Sun and
Mathieu Feuillet and
Philippe Robert Analysis of large unreliable stochastic
networks . . . . . . . . . . . . . . . . 2959--3000
Petteri Piiroinen and
Martin Simon From Feynman--Kac formulae to numerical
stochastic homogenization in electrical
impedance tomography . . . . . . . . . . 3001--3043
Nick Whiteley and
Anthony Lee Perfect sampling for nonhomogeneous
Markov chains and hidden Markov models 3044--3077
Nicolas Broutin and
Luc Devroye and
Gábor Lugosi Almost optimal sparsification of random
geometric graphs . . . . . . . . . . . . 3078--3109
Ari Arapostathis and
Guodong Pang Ergodic diffusion control of multiclass
multi-pool networks in the Halfin--Whitt
regime . . . . . . . . . . . . . . . . . 3110--3153
Erik Ekström and
Svante Janson The inverse first-passage problem and
optimal stopping . . . . . . . . . . . . 3154--3177
Josef Dick and
Daniel Rudolf and
Houying Zhu Discrepancy bounds for uniformly ergodic
Markov chain quasi-Monte Carlo . . . . . 3178--3205
Hafsteinn Einarsson and
Johannes Lengler and
Frank Mousset and
Konstantinos Panagiotou and
Angelika Steger Connectivity thresholds for bounded size
rules . . . . . . . . . . . . . . . . . 3206--3250
Mei Yin and
Alessandro Rinaldo and
Sukhada Fadnavis Asymptotic quantization of exponential
random graphs . . . . . . . . . . . . . 3251--3285
Bhaswar B. Bhattacharya Collision times in multicolor urn models
and sequential graph coloring with
applications to discrete logarithms . . 3286--3318
Frédéric Cérou and
Arnaud Guyader Fluctuation analysis of adaptive
multilevel splitting . . . . . . . . . . 3319--3380
Zhenjie Ren Viscosity solutions of fully nonlinear
elliptic path dependent partial
differential equations . . . . . . . . . 3381--3414
Mark Podolskij and
Nakahiro Yoshida Edgeworth expansion for functionals of
continuous diffusion processes . . . . . 3415--3455
Rick Durrett and
Wai-Tong (Louis) Fan Genealogies in expanding populations . . 3456--3490
Manon Costa A piecewise deterministic model for a
prey-predator community . . . . . . . . 3491--3530
Erhan Bayraktar and
Zhou Zhou Arbitrage, hedging and utility
maximization using semi-static trading
strategies with American options . . . . 3531--3558
Charles-Edouard Bréhier and
Maxime Gazeau and
Ludovic Gouden\`ege and
Tony Leli\`evre and
Mathias Rousset Unbiasedness of some generalized
adaptive multilevel splitting algorithms 3559--3601
Tusheng Zhang Lattice approximations of reflected
stochastic partial differential
equations driven by space-time white
noise . . . . . . . . . . . . . . . . . 3602--3629
Li-Xin Zhang Central limit theorems of a recursive
stochastic algorithm with applications
to adaptive designs . . . . . . . . . . 3630--3658
Rudolf Grübel and
Zakhar Kabluchko A functional central limit theorem for
branching random walks, almost sure weak
convergence and applications to random
trees . . . . . . . . . . . . . . . . . 3659--3698
Martin Forde and
Rohini Kumar Large-time option pricing using the
Donsker-Varadhan LDP-correlated
stochastic volatility with stochastic
interest rates and jumps . . . . . . . . 3699--3726
Riddhipratim Basu and
Alexander E. Holroyd and
James B. Martin and
Johan Wästlund Trapping games on random boards . . . . 3727--3753
Michel Bena\"\im and
Claude Lobry Lotka--Volterra with randomly
fluctuating environments or ``how
switching between beneficial
environments can make survival harder'' 3754--3785
Ji Oon Lee and
Kevin Schnelli Tracy--Widom distribution for the
largest eigenvalue of real sample
covariance matrices with general
population . . . . . . . . . . . . . . . 3786--3839
Eric Luçon and
Wilhelm Stannat Transition from Gaussian to non-Gaussian
fluctuations for mean-field diffusions
in spatial interaction . . . . . . . . . 3840--3909
Anonymous Editorial Board . . . . . . . . . . . . ??
Anonymous Table of Contents . . . . . . . . . . . ??
Larry Goldstein and
Ivan Nourdin and
Giovanni Peccati Gaussian phase transitions and conic
intrinsic volumes: Steining the Steiner
formula . . . . . . . . . . . . . . . . 1--47
Srikanth Iyer and
Rahul Vaze Achieving nonzero information velocity
in wireless networks . . . . . . . . . . 48--64
Yao Li and
Lai-Sang Young Polynomial convergence to equilibrium
for a system of interacting particles 65--90
Jacob van den Berg and
Pierre Nolin Two-dimensional volume-frozen
percolation: Exceptional scales . . . . 91--108
Matthias Birkner and
Rongfeng Sun One-dimensional random walks with
self-blocking immigration . . . . . . . 109--139
Patrícia Gonçalves and
Claudio Landim and
Aniura Milanés Nonequilibrium fluctuations of
one-dimensional boundary driven weakly
asymmetric exclusion processes . . . . . 140--177
Louis-Pierre Arguin and
David Belius and
Adam J. Harper Maxima of a randomized Riemann zeta
function, and branching random walks . . 178--215
Christophe Ley and
Gesine Reinert and
Yvik Swan Distances between nested densities and a
measure of the impact of the prior in
Bayesian statistics . . . . . . . . . . 216--241
Frank Ball and
Tom Britton and
Pieter Trapman An epidemic in a dynamic population with
importation of infectives . . . . . . . 242--274
Jose Blanchet and
Xinyun Chen and
Jing Dong $ \epsilon $-Strong simulation for
multidimensional stochastic differential
equations via rough path analysis . . . 275--336
Bhaswar B. Bhattacharya and
Persi Diaconis and
Sumit Mukherjee Universal limit theorems in graph
coloring problems with connections to
extremal combinatorics . . . . . . . . . 337--394
Janko Gravner and
David Sivakoff Nucleation scaling in jigsaw percolation 395--438
Bhaswar B. Bhattacharya and
Sumit Mukherjee Degree sequence of random permutation
graphs . . . . . . . . . . . . . . . . . 439--484
Peter Bank and
Helena Kauppila Convex duality for stochastic singular
control problems . . . . . . . . . . . . 485--516
Ton\'ci Antunovi\'c and
Eviatar B. Procaccia Stationary Eden model on Cayley graphs 517--549
Anton Braverman and
J. G. Dai Stein's method for steady-state
diffusion approximations of M/Ph/n + M
systems . . . . . . . . . . . . . . . . 550--581
Alan Frieze and
Wesley Pegden Looking for vertex number one . . . . . 582--630
Natesh S. Pillai and
Aaron Smith Kac's walk on $n$-sphere mixes in $ n
\log n$ steps . . . . . . . . . . . . . 631--650
Heinrich Matzinger and
Angelica Pachon and
Serguei Popov Reconstruction of a multidimensional
scenery with a branching random walk . . 651--685
Sigrid Källblad and
Xiaolu Tan and
Nizar Touzi Optimal Skorokhod embedding given full
marginals and Azéma--Yor peacocks . . . . 686--719
Robert E. Gaunt and
Alastair M. Pickett and
Gesine Reinert Chi-square approximation by Stein's
method with application to Pearson's
statistic . . . . . . . . . . . . . . . 720--756
Markus Fischer On the connection between symmetric
$N$-player games and mean field games 757--810
Shun Watanabe and
Masahito Hayashi Finite-length analysis on tail
probability for Markov chain and
application to simple hypothesis testing 811--845
Joris Bierkens and
Gareth Roberts A piecewise deterministic scaling limit
of lifted Metropolis--Hastings in the
Curie-Weiss model . . . . . . . . . . . 846--882
Christine Fricker and
Danielle Tibi Equivalence of ensembles for large
vehicle-sharing models . . . . . . . . . 883--916
Hubert Lacoin The rounding of the phase transition for
disordered pinning with stretched
exponential tails . . . . . . . . . . . 917--943
Jean-Christophe Mourrat and
James Nolen Scaling limit of the corrector in
stochastic homogenization . . . . . . . 944--959
Xiang Yu Optimal consumption under habit
formation in markets with transaction
costs and random endowments . . . . . . 960--1002
Peter Johnson and
Goran Peskir Quickest detection problems for Bessel
processes . . . . . . . . . . . . . . . 1003--1056
Frank Ball and
Peter Neal The asymptotic variance of the giant
component of configuration model random
graphs . . . . . . . . . . . . . . . . . 1057--1092
Martina Baar and
Anton Bovier and
Nicolas Champagnat From stochastic, individual-based models
to the canonical equation of adaptive
dynamics in one step . . . . . . . . . . 1093--1170
Bartosz Kolodziejek Logarithmic tails of sums of products of
positive random variables bounded by one 1171--1189
Hermine Biermé and
Olivier Durieu and
Yizao Wang Invariance principles for
operator-scaling Gaussian random fields 1190--1234
Riddhipratim Basu and
Allan Sly Evolving voter model on dense random
graphs . . . . . . . . . . . . . . . . . 1235--1288
Denis Belomestny and
Volker Krätschmer Addendum to ``Optimal stopping under
model uncertainty: Randomized stopping
times approach'' . . . . . . . . . . . . 1289--1293
Dorival Leão and
Alberto Ohashi Corrigendum: ``Weak approximations for
Wiener functionals'' [\booktitleAnn.
Appl. Probab. (2013) \bf 23, 1660--1691] 1294--1295
Sophie Laruelle and
Gilles Pag\`es Addendum and corrigendum to ``Randomized
urn models revisited using stochastic
approximation'' . . . . . . . . . . . . 1296--1298
Zhen-Qing Chen and
Wai-Tong (Louis) Fan Hydrodynamic limits and propagation of
chaos for interacting random walks in
domains . . . . . . . . . . . . . . . . 1299--1371
Raphael Chetrite and
Roland Diel and
Matthieu Lerasle The number of potential winners in
Bradley--Terry model in random
environment . . . . . . . . . . . . . . 1372--1394
Mihail Poplavskyi and
Roger Tribe and
Oleg Zaboronski On the distribution of the largest real
eigenvalue for the real Ginibre ensemble 1395--1413
Christoph Czichowsky and
Walter Schachermayer Portfolio optimisation beyond
semimartingales: Shadow prices and
fractional Brownian motion . . . . . . . 1414--1451
Matteo Burzoni and
Marco Frittelli and
Marco Maggis Model-free superhedging duality . . . . 1452--1477
Paul A. Jenkins and
Dario Span\`o Exact simulation of the Wright--Fisher
diffusion . . . . . . . . . . . . . . . 1478--1509
Yukun He and
Antti Knowles Mesoscopic eigenvalue statistics of
Wigner matrices . . . . . . . . . . . . 1510--1550
Alain Durmus and
Éric Moulines Nonasymptotic convergence analysis for
the unadjusted Langevin algorithm . . . 1551--1587
Sourav Chatterjee and
Sanchayan Sen Minimal spanning trees and Stein's
method . . . . . . . . . . . . . . . . . 1588--1645
Vu Dinh and
Frederick A. Matsen IV The shape of the one-dimensional
phylogenetic likelihood function . . . . 1646--1677
Günter Last and
Mathew D. Penrose and
Sergei Zuyev On the capacity functional of the
infinite cluster of a Boolean model . . 1678--1701
Erhan Bayraktar and
Song Yao On the robust Dynkin game . . . . . . . 1702--1755
Anton Bovier and
Lisa Hartung Extended convergence of the extremal
process of branching Brownian motion . . 1756--1777
Michail Anthropelos and
Scott Robertson and
Konstantinos Spiliopoulos The pricing of contingent claims and
optimal positions in asymptotically
complete markets . . . . . . . . . . . . 1778--1830
Kurt L. Helmes and
Richard H. Stockbridge and
Chao Zhu Continuous inventory models of diffusion
type: Long-term average cost criterion 1831--1885
Gideon Amir and
Omer Angel and
Gady Kozma One-dimensional long-range diffusion
limited aggregation II: The transient
case . . . . . . . . . . . . . . . . . . 1886--1922
Cristina Costantini and
Pierpaolo De Blasi and
Stewart N. Ethier and
Matteo Ruggiero and
Dario Span\`o Wright--Fisher construction of the
two-parameter Poisson--Dirichlet
diffusion . . . . . . . . . . . . . . . 1923--1950
Krzysztof Burdzy and
Tvrtko Tadi\'c Can one make a laser out of cardboard? 1951--1991
Raphaël Lachi\`eze-Rey and
Giovanni Peccati New Berry--Esseen bounds for functionals
of binomial point processes . . . . . . 1992--2031
Omer Bobrowski and
Matthew Kahle and
Primoz Skraba Maximally persistent cycles in random
geometric complexes . . . . . . . . . . 2032--2060
Steven Lalley and
Wei Su Contact processes on random regular
graphs . . . . . . . . . . . . . . . . . 2061--2097
Antal A. Járai Phase transition in a sequential
assignment problem on graphs . . . . . . 2098--2129
S. Dommers and
F. den Hollander and
O. Jovanovski and
F. R. Nardi Metastability for Glauber dynamics on
random graphs . . . . . . . . . . . . . 2130--2158
Nawaf Bou-Rabee and
Jesús María Sanz-Serna Randomized Hamiltonian Monte Carlo . . . 2159--2194
Alain Durmus and
Gareth O. Roberts and
Gilles Vilmart and
Konstantinos C. Zygalakis Fast Langevin based algorithm for MCMC
in high dimensions . . . . . . . . . . . 2195--2237
Ansgar Jüngel and
Wen Yue Discrete Beckner inequalities via the
Bochner--Bakry--Emery approach for
Markov chains . . . . . . . . . . . . . 2238--2269
Beatrice Acciaio and
Martin Larsson Semi-static completeness and robust
pricing by informed investors . . . . . 2270--2304
Guan-Yu Chen and
Jui-Ming Hsu and
Yuan-Chung Sheu The $ L^2 $-cutoffs for reversible
Markov chains . . . . . . . . . . . . . 2305--2341
Dombry Clément and
Rabehasaina Landy High order expansions for renewal
functions and applications to ruin
theory . . . . . . . . . . . . . . . . . 2342--2382
Gunther Leobacher and
Michaela Szölgyenyi A strong order $ 1 / 2 $ method for
multidimensional SDEs with discontinuous
drift . . . . . . . . . . . . . . . . . 2383--2418
Emmanuelle Clément and
Arnaud Gloter An application of the KMT construction
to the pathwise weak error in the Euler
approximation of one-dimensional
diffusion process with linear diffusion
coefficient . . . . . . . . . . . . . . 2419--2454
Jiatu Cai and
Mathieu Rosenbaum and
Peter Tankov Asymptotic lower bounds for optimal
tracking: a linear programming approach 2455--2514
Nicole El Karoui and
Stéphane Loisel and
Yahia Salhi Minimax optimality in robust detection
of a disorder time in doubly-stochastic
Poisson processes . . . . . . . . . . . 2515--2538
Steffen Dereich and
Cécile Mailler and
Peter Mörters Nonextensive condensation in reinforced
branching processes . . . . . . . . . . 2539--2568
Markus Heydenreich and
Tim Hulshof and
Joost Jorritsma Structures in supercritical scale-free
percolation . . . . . . . . . . . . . . 2569--2604
Alison Etheridge and
Nic Freeman and
Sarah Penington and
Daniel Straulino Branching Brownian motion and selection
in the spatial $ \Lambda $-Fleming-Viot
process . . . . . . . . . . . . . . . . 2605--2645
Allan Sly and
Yumeng Zhang The Glauber dynamics of colorings on
trees is rapidly mixing throughout the
nonreconstruction regime . . . . . . . . 2646--2674
Uriel Feige and
Michael Krivelevich and
Daniel Reichman Contagious sets in random graphs . . . . 2675--2697
Ben Hambly and
Sean Ledger A stochastic McKean--Vlasov equation for
absorbing diffusions on the half-line 2698--2752
Christian Bayer and
Ulrich Horst and
Jinniao Qiu A functional limit theorem for limit
order books with state dependent price
dynamics . . . . . . . . . . . . . . . . 2753--2806
Nicolas Fournier and
Benjamin Jourdain Stochastic particle approximation of the
Keller--Segel equation and
two-dimensional generalization of Bessel
processes . . . . . . . . . . . . . . . 2807--2861
Rami Atar and
Asaf Cohen Asymptotically optimal control for a
multiclass queueing model in the
moderate deviation heavy traffic regime 2862--2906
Beno\^\it Laslier and
Jean-François Laslier Reinforcement learning from comparisons:
Three alternatives are enough, two are
not . . . . . . . . . . . . . . . . . . 2907--2925
Elchanan Mossel and
Sebastien Roch Distance-based species tree estimation
under the coalescent:
Information-theoretic trade-off between
number of loci and sequence length . . . 2926--2955
Andrea Ghiglietti and
Anand N. Vidyashankar and
William F. Rosenberger Central limit theorem for an adaptive
randomly reinforced urn model . . . . . 2956--3003
Michel Bena\"\im and
Florian Bouguet and
Bertrand Cloez Ergodicity of inhomogeneous Markov
chains through asymptotic
pseudotrajectories . . . . . . . . . . . 3004--3049
Francesco Caravenna and
Rongfeng Sun and
Nikos Zygouras Universality in marginally relevant
disordered systems . . . . . . . . . . . 3050--3112
Leif Döring and
Achim Klenke and
Leonid Mytnik Finite system scheme for mutually
catalytic branching with infinite
branching rate . . . . . . . . . . . . . 3113--3152
Miryana Grigorova and
Peter Imkeller and
Elias Offen and
Youssef Ouknine and
Marie-Claire Quenez Reflected BSDEs when the obstacle is not
right-continuous and optimal stopping 3153--3188
Patrick W. Dondl and
Michael Scheutzow Ballistic and sub-ballistic motion of
interfaces in a field of random
obstacles . . . . . . . . . . . . . . . 3189--3200
Rainer Buckdahn and
Juan Li and
Jin Ma A mean-field stochastic control problem
with partial observations . . . . . . . 3201--3245
Shankar Bhamidi and
Remco van der Hofstad and
Gerard Hooghiemstra Erratum: ``First passage percolation on
random graphs with finite mean degrees''
[\booktitleAnn. Appl. Probab. \bf 20 (5)
(2010) 1907--1965] . . . . . . . . . . . 3246--3253
Vladislav B. Tadi\'c and
Arnaud Doucet Asymptotic bias of stochastic gradient
search . . . . . . . . . . . . . . . . . 3255--3304
Pierre Henry-Labord\`ere and
Xiaolu Tan and
Nizar Touzi Unbiased simulation of stochastic
differential equations . . . . . . . . . 3305--3341
Martijn Pistorius and
Mitja Stadje On dynamic deviation measures and
continuous-time portfolio optimization 3342--3384
Pascal Moyal and
Ohad Perry On the instability of matching queues 3385--3434
Chandrasekhar Karnam and
Jin Ma and
Jianfeng Zhang Dynamic approaches for some
time-inconsistent optimization problems 3435--3477
Zakhar Kabluchko and
Alexander Marynych and
Henning Sulzbach General Edgeworth expansions with
applications to profiles of random trees 3478--3524
Tiziano De Angelis and
Erik Ekström The dividend problem with a finite
horizon . . . . . . . . . . . . . . . . 3525--3546
Tertuliano Franco and
Adriana Neumann Large deviations for the exclusion
process with a slow bond . . . . . . . . 3547--3587
Lihua Bai and
Jin Ma and
Xiaojing Xing Optimal dividend and investment problems
under Sparre--Andersen model . . . . . . 3588--3632
Thibaut Lux and
Antonis Papapantoleon Improved Fréchet--Hoeffding bounds on
$d$-copulas and applications in
model-free finance . . . . . . . . . . . 3633--3671
Hoi H. Nguyen Asymptotic Lyapunov exponents for large
random matrices . . . . . . . . . . . . 3672--3705
Sebastian Engelke and
Jevgenijs Ivanovs Robust bounds in multivariate extremes 3706--3734
Tilmann Blümmel and
Thorsten Rheinländer Financial markets with a large trader 3735--3786
Giacomo Aletti and
Irene Crimaldi and
Andrea Ghiglietti Synchronization of reinforced stochastic
processes with a network-based
interaction . . . . . . . . . . . . . . 3787--3844
Benedikt Jahnel and
Christof Külske The Widom--Rowlinson model under spin
flip: Immediate loss and sharp recovery
of quasilocality . . . . . . . . . . . . 3845--3892
Yaming Yu On the unique crossing conjecture of
Diaconis and Perlman on convolutions of
gamma random variables . . . . . . . . . 3893--3910
Julien Claisse Optimal control of branching diffusion
processes: A finite horizon problem . . 1--34
Shankar Bhamidi and
Jimmy Jin and
Andrew Nobel Change point detection in network
models: Preferential attachment and long
range dependence . . . . . . . . . . . . 35--78
Yue Chen and
Ana Bu\vsi\'c and
Sean Meyn Ergodic theory for controlled Markov
chains with stationary inputs . . . . . 79--111
Tiziano De Angelis and
Giorgio Ferrari and
John Moriarty Nash equilibria of threshold type for
two-player nonzero-sum games of stopping 112--147
Johannes Alt and
László Erd\Hos and
Torben Krüger Local inhomogeneous circular law . . . . 148--203
Amarjit Budhiraja and
Eric Friedlander Diffusion approximations for controlled
weakly interacting large finite state
systems with simultaneous jumps . . . . 204--249
Adrián González Casanova and
Dario Span\`o Duality and fixation in $ \Xi
$--Wright--Fisher processes with
frequency-dependent selection . . . . . 250--284
Harry Crane Combinatorial Lévy processes . . . . . . 285--339
Marek Biskup and
Eviatar B. Procaccia Eigenvalue versus perimeter in a shape
theorem for self-interacting random
walks . . . . . . . . . . . . . . . . . 340--377
E. Robert Fernholz and
Ioannis Karatzas and
Johannes Ruf Volatility and arbitrage . . . . . . . . 378--417
Rami Atar and
Anup Biswas and
Haya Kaspi and
Kavita Ramanan A Skorokhod map on measure-valued paths
with applications to priority queues . . 418--481
Philippe Briand and
Romuald Elie and
Ying Hu BSDEs with mean reflection . . . . . . . 482--510
Jean Jacod and
Viktor Todorov Limit theorems for integrated local
empirical characteristic exponents from
noisy high-frequency data with
application to volatility and jump
activity estimation . . . . . . . . . . 511--576
Giambattista Giacomin and
Hubert Lacoin Disorder and wetting transition: The
pinned harmonic crystal in dimension
three or larger . . . . . . . . . . . . 577--606
Nikolaos Fountoulakis and
Tobias Müller Law of large numbers for the largest
component in a hyperbolic model of
complex networks . . . . . . . . . . . . 607--650
Nathanaël Berestycki and
Lee Zhuo Zhao The shape of multidimensional
Brunet--Derrida particle systems . . . . 651--687
David Lipshutz and
Kavita Ramanan On directional derivatives of Skorokhod
maps in convex polyhedral domains . . . 688--750
Jean-Christophe Mourrat and
Daniel Valesin Spatial Gibbs random graphs . . . . . . 751--789
P. Del Moral and
J. Tugaut On the stability and the uniform
propagation of chaos properties of
Ensemble Kalman--Bucy filters . . . . . 790--850
Reza Aghajani and
Philippe Robert and
Wen Sun A large scale analysis of unreliable
stochastic networks . . . . . . . . . . 851--887
Zhongmin Qian and
Mingyu Xu Reflected backward stochastic
differential equations with resistance 888--911
Jevgenijs Ivanovs Zooming in on a Lévy process at its
supremum . . . . . . . . . . . . . . . . 912--940
Marcos Kiwi and
Dieter Mitsche Spectral gap of random hyperbolic graphs
and related parameters . . . . . . . . . 941--989
Nikolaos Fountoulakis and
Mihyun Kang and
Christoph Koch and
Tamás Makai A phase transition regarding the
evolution of bootstrap processes in
inhomogeneous random graphs . . . . . . 990--1051
Omer Angel and
Brett Kolesnik Sharp thresholds for contagious sets in
random graphs . . . . . . . . . . . . . 1052--1098
Sourav Chatterjee and
Persi Diaconis The sample size required in importance
sampling . . . . . . . . . . . . . . . . 1099--1135
Liping Xu Uniqueness and propagation of chaos for
the Boltzmann equation with moderately
soft potentials . . . . . . . . . . . . 1136--1189
Cosme Louart and
Zhenyu Liao and
Romain Couillet A random matrix approach to neural
networks . . . . . . . . . . . . . . . . 1190--1248
Tatyana S. Turova Phase transitions in the one-dimensional
Coulomb gas ensembles . . . . . . . . . 1249--1291
Heng Guo and
Mark Jerrum Random cluster dynamics for the Ising
model is rapidly mixing . . . . . . . . 1292--1313
Cédric Bernardin and
Patrícia Gonçalves and
Milton Jara Weakly harmonic oscillators perturbed by
a conservative noise . . . . . . . . . . 1315--1355
Wei-Kuo Chen and
Dmitry Panchenko Disorder chaos in some diluted spin
glass models . . . . . . . . . . . . . . 1356--1378
Peter Bella and
Benjamin Fehrman and
Felix Otto A Liouville theorem for elliptic systems
with degenerate ergodic coefficients . . 1379--1422
Marco Battiston and
Stefano Favaro and
Daniel M. Roy and
Yee Whye Teh A characterization of product-form
exchangeable feature probability
functions . . . . . . . . . . . . . . . 1423--1448
Nathanael Hoze and
David Holcman Stochastic coagulation-fragmentation
processes with a finite number of
particles and applications . . . . . . . 1449--1490
Jan M. Swart Rigorous results for the
Stigler--Luckock model for the evolution
of an order book . . . . . . . . . . . . 1491--1535
Aukosh Jagannath and
Justin Ko and
Subhabrata Sen Max $ \kappa $-cut and the inhomogeneous
Potts spin glass . . . . . . . . . . . . 1536--1572
S. Chhita and
P. L. Ferrari and
H. Spohn Limit distributions for KPZ growth
models with spatially homogeneous random
initial conditions . . . . . . . . . . . 1573--1603
Debleena Thacker and
Stanislav Volkov Border aggregation model . . . . . . . . 1604--1633
Elena Bandini and
Andrea Cosso and
Marco Fuhrman and
Huyên Pham Backward SDEs for optimal control of
partially observed path-dependent
stochastic systems: a control
randomization approach . . . . . . . . . 1634--1678
Xiucai Ding and
Fan Yang A necessary and sufficient condition for
edge universality at the largest
singular values of covariance matrices 1679--1738
Pim van der Hoorn and
Mariana Olvera-Cravioto Typical distances in the directed
configuration model . . . . . . . . . . 1739--1792
Jim Pitman and
Yuri Yakubovich Ordered and size-biased frequencies in
GEM and Gibbs' models for species
sampling . . . . . . . . . . . . . . . . 1793--1820
Andrea Agazzi and
Amir Dembo and
Jean-Pierre Eckmann Large deviations theory for Markov jump
models of chemical reaction networks . . 1821--1855
Romain Blanchard and
Laurence Carassus Multiple-priors optimal investment in
discrete time for unbounded utility
function . . . . . . . . . . . . . . . . 1856--1892
Alexandru Hening and
Dang H. Nguyen Coexistence and extinction for
stochastic Kolmogorov systems . . . . . 1893--1942
Madalina Deaconu and
Samuel Herrmann Initial-boundary value problem for the
heat equation --- a stochastic algorithm 1943--1976
Luca Avena and
Hakan Gülda\cs and
Remco van der Hofstad and
Frank den Hollander Mixing times of random walks on dynamic
configuration models . . . . . . . . . . 1977--2002
Erik Davis and
Sunder Sethuraman Consistency of modularity clustering on
random geometric graphs . . . . . . . . 2003--2062
Jakob E. Björnberg and
Daniel Ueltschi Critical parameter of random loop model
on trees . . . . . . . . . . . . . . . . 2063--2082
Alexander E. Litvak and
Konstantin Tikhomirov Order statistics of vectors with
dependent coordinates, and the
Karhunen--Lo\`eve basis . . . . . . . . 2083--2104
Neofytos Rodosthenous and
Hongzhong Zhang Beating the omega clock: An optimal
stopping problem with random
time-horizon under spectrally negative
Lévy models . . . . . . . . . . . . . . . 2105--2140
Jean-Jil Duchamps and
Amaury Lambert Mutations on a random binary tree with
measured boundary . . . . . . . . . . . 2141--2187
Luciano Campi and
Markus Fischer $N$-player games and mean-field games
with absorption . . . . . . . . . . . . 2188--2242
José R. León and
Adeline Samson Hypoelliptic stochastic FitzHugh--Nagumo
neuronal model: Mixing, up-crossing and
estimation of the spike rate . . . . . . 2243--2274
Matthew I. Roberts and
Batì \cSengül Exceptional times of the critical
dynamical Erd\Hos--Rényi graph . . . . . 2275--2308
George Deligiannidis and
Anthony Lee Which ergodic averages have finite
asymptotic variance? . . . . . . . . . . 2309--2334
Marvin S. Müller A stochastic Stefan-type problem under
first-order boundary conditions . . . . 2335--2369
Michel Benaim and
Bertrand Cloez and
Fabien Panloup Stochastic approximation of
quasi-stationary distributions on
compact spaces and applications . . . . 2370--2416
Christoph Schumacher and
Fabian Schwarzenberger and
Ivan Veseli\'c Glivenko--Cantelli theory,
Ornstein--Weiss quasi-tilings, and
uniform ergodic theorems for
distribution-valued fields over amenable
groups . . . . . . . . . . . . . . . . . 2417--2450
Christa Cuchiero and
Martin Larsson and
Sara Svaluto-Ferro Polynomial jump-diffusions on the unit
simplex . . . . . . . . . . . . . . . . 2451--2500
Oren Mangoubi and
Aaron Smith Rapid mixing of geodesic walks on
manifolds with positive curvature . . . 2501--2543
Arnaud Lionnet and
Goncalo dos Reis and
Lukasz Szpruch Convergence and qualitative properties
of modified explicit schemes for BSDEs
with polynomial growth . . . . . . . . . 2544--2591
Noah Forman and
Soumik Pal and
Douglas Rizzolo and
Matthias Winkel Uniform control of local times of
spectrally positive stable processes . . 2592--2634
Shirshendu Chatterjee and
Ofer Zeitouni Thresholds for detecting an anomalous
path from noisy environments . . . . . . 2635--2663
Gregoire Loeper Option pricing with linear market impact
and nonlinear Black--Scholes equations 2664--2726
Makiko Sasada On the Green--Kubo formula and the
gradient condition on currents . . . . . 2727--2739
Yasuaki Hiraoka and
Tomoyuki Shirai and
Khanh Duy Trinh Limit theorems for persistence diagrams 2740--2780
Xiaoou Li and
Jingchen Liu and
Jianfeng Lu and
Xiang Zhou Moderate deviation for random elliptic
PDE with small noise . . . . . . . . . . 2781--2813
Takashi Owada Limit theorems for Betti numbers of
extreme sample clouds with application
to persistence barcodes . . . . . . . . 2814--2854
Mohammud Foondun and
Mathew Joseph and
Shiu-Tang Li An approximation result for a class of
stochastic heat equations with colored
noise . . . . . . . . . . . . . . . . . 2855--2895
Ruibo Ma and
Rick Durrett A simple evolutionary game arising from
the study of the role of IGF-II in
pancreatic cancer . . . . . . . . . . . 2896--2921
Julien Reygner Equilibrium large deviations for
mean-field systems with translation
invariance . . . . . . . . . . . . . . . 2922--2965
Alexandros Beskos and
Gareth Roberts and
Alexandre Thiery and
Natesh Pillai Asymptotic analysis of the random walk
Metropolis algorithm on ridged densities 2966--3001
Lennart Gulikers and
Marc Lelarge and
Laurent Massoulié An impossibility result for
reconstruction in the degree-corrected
stochastic block model . . . . . . . . . 3002--3027
Vlad Bally and
Dan Goreac and
Victor Rabiet Regularity and stability for the
semigroup of jump diffusions with
state-dependent intensity . . . . . . . 3028--3074
Ilya Goldsheid and
Sasha Sodin Real eigenvalues in the non-Hermitian
Anderson model . . . . . . . . . . . . . 3075--3093
Georg Pichler and
Pablo Piantanida and
Gerald Matz Dictator functions maximize mutual
information . . . . . . . . . . . . . . 3094--3101
Umut Çetin Diffusion transformations,
Black--Scholes equation and optimal
stopping . . . . . . . . . . . . . . . . 3102--3151
François Bolley and
Djalil Chafa\"\i and
Joaquín Fontbona Dynamics of a planar Coulomb gas . . . . 3152--3183
Michael Damron and
Jack Hanson and
Wai-Kit Lam The size of the boundary in
first-passage percolation . . . . . . . 3184--3214
Herbert Edelsbrunner and
Anton Nikitenko Random inscribed polytopes have similar
radius functions as Poisson--Delaunay
mosaics . . . . . . . . . . . . . . . . 3215--3238
Patrick Cattiaux and
Fanny Delebecque and
Laure Péd\`eches Stochastic Cucker--Smale models: Old and
new . . . . . . . . . . . . . . . . . . 3239--3286
Jonathan Touboul Erratum: ``Propagation of chaos in
neural fields'' [Ann. Appl. Probab. \bf
24 (2014) 1298--1328] . . . . . . . . . 3287--3289
Nicolas Chenavier and
Christian Y. Robert Cluster size distributions of extreme
values for the Poisson--Voronoi
tessellation . . . . . . . . . . . . . . 3291--3323
Janko Gravner and
Hanbaek Lyu and
David Sivakoff Limiting behavior of $3$-color excitable
media on arbitrary graphs . . . . . . . 3324--3357
Gilles Pag\`es and
Fabien Panloup Weighted multilevel Langevin simulation
of invariant measures . . . . . . . . . 3358--3417
Yu-Ting Chen Wright--Fisher diffusions in stochastic
spatial evolutionary games with
death--birth updating . . . . . . . . . 3418--3490
Shahar Mendelson and
Holger Rauhut and
Rachel Ward Improved bounds for sparse recovery from
subsampled random convolutions . . . . . 3491--3527
Alan Frieze and
Wesley Pegden Diffusion limited aggregation on the
Boolean lattice . . . . . . . . . . . . 3528--3557
Salvatore Federico and
Fausto Gozzi Verification theorems for stochastic
optimal control problems in Hilbert
spaces by means of a generalized Dynkin
formula . . . . . . . . . . . . . . . . 3558--3599
Seva Shneer and
Alexander Stolyar Stability conditions for a discrete-time
decentralised medium access algorithm 3600--3628
R. A. Doney and
Philip S. Griffin Cramér's estimate for the reflected
process revisited . . . . . . . . . . . 3629--3651
Heng-Qing Ye and
David D. Yao Justifying diffusion approximations for
multiclass queueing networks under a
moment condition . . . . . . . . . . . . 3652--3697
Ronen Eldan and
Renan Gross Exponential random graphs behave like
mixtures of stochastic block models . . 3698--3735
Arjun Krishnan and
Jeremy Quastel Tracy--Widom fluctuations for
perturbations of the log-gamma polymer
in intermediate disorder . . . . . . . . 3736--3764
Yao Li On the polynomial convergence rate to
nonequilibrium steady states . . . . . . 3765--3812
Omar El Euch and
Mathieu Rosenbaum Perfect hedging in rough Heston models 3813--3856
Alexander Gnedin and
Alexander Iksanov and
Alexander Marynych and
Martin Möhle The collision spectrum of $ \Lambda
$-coalescents . . . . . . . . . . . . . 3857--3883
Clément Dombry and
Enkelejd Hashorva and
Philippe Soulier Tail measure and spectral tail process
of regularly varying time series . . . . 3884--3921
David Cheek and
Tibor Antal Mutation frequencies in a birth--death
branching process . . . . . . . . . . . 3922--3947
Erhan Bayraktar and
Amarjit Budhiraja and
Asaf Cohen Rate control under heavy traffic with
strategic servers . . . . . . . . . . . 1--35
Atilla Yilmaz and
Ofer Zeitouni Nonconvex homogenization for
one-dimensional controlled random walks
in random potential . . . . . . . . . . 36--88
Sergey Nadtochiy and
Mykhaylo Shkolnikov Particle systems with singular
interaction through hitting times:
Application in systemic risk modeling 89--129
Dan Crisan and
Eamon McMurray Cubature on Wiener space for
McKean--Vlasov SDEs with smooth scalar
interaction . . . . . . . . . . . . . . 130--177
Mario Hefter and
André Herzwurm and
Thomas Müller-Gronbach Lower error bounds for strong
approximation of scalar SDEs with
non-Lipschitzian coefficients . . . . . 178--216
Krzysztof Burdzy and
Carl-Erik Gauthier Knudsen gas in flat tire . . . . . . . . 217--263
S. Muirhead and
R. Pymar and
R. S. dos Santos The Bouchaud--Anderson model with
double-exponential potential . . . . . . 264--325
Michel Bena\"\im and
Edouard Strickler Random switching between vector fields
having a common zero . . . . . . . . . . 326--375
Peter Gracar and
Alexandre Stauffer Multi-scale Lipschitz percolation of
increasing events for Poisson random
walks . . . . . . . . . . . . . . . . . 376--433
Andi Q. Wang and
Martin Kolb and
Gareth O. Roberts and
David Steinsaltz Theoretical properties of
quasi-stationary Monte Carlo methods . . 434--457
Lihu Xu Approximation of stable law in
Wasserstein-1 distance by Stein's method 458--504
Goran Peskir Continuity of the optimal stopping
boundary for two-dimensional diffusions 505--530
Alexander M. G. Cox and
Sam M. Kinsley Robust hedging of options on a leveraged
exchange traded fund . . . . . . . . . . 531--576
Daniel Bartl Exponential utility maximization under
model uncertainty for unbounded
endowments . . . . . . . . . . . . . . . 577--612
Rami Atar and
Asaf Cohen Serve the shortest queue and Walsh
Brownian motion . . . . . . . . . . . . 613--651
Daniel Conus and
Arnulf Jentzen and
Ryan Kurniawan Weak convergence rates of spectral
Galerkin approximations for SPDEs with
nonlinear diffusion coefficients . . . . 653--716
José E. Figueroa-López and
Sveinn Ólafsson Change-point detection for Lévy processes 717--738
Peter Bank and
Yan Dolinsky Super-replication with fixed transaction
costs . . . . . . . . . . . . . . . . . 739--757
Yanghui Liu and
Samy Tindel First-order Euler scheme for SDEs driven
by fractional Brownian motions: The
rough case . . . . . . . . . . . . . . . 758--826
Yuri Bakhtin and
Zsolt Pajor-Gyulai Malliavin calculus approach to long exit
times from an unstable equilibrium . . . 827--850
Anindya De and
Ryan O'Donnell and
Rocco A. Servedio Optimal mean-based algorithms for trace
reconstruction . . . . . . . . . . . . . 851--874
Philippe Carmona and
Nicolas Pétrélis A shape theorem for the scaling limit of
the IPDSAW at criticality . . . . . . . 875--930
Raphaël Lachi\`eze-Rey and
Matthias Schulte and
J. E. Yukich Normal approximation for stabilizing
functionals . . . . . . . . . . . . . . 931--993
Reza Aghajani and
Kavita Ramanan Ergodicity of an SPDE associated with a
many-server queue . . . . . . . . . . . 994--1045
A. D. Barbour and
Adrian Röllin Central limit theorems in the
configuration model . . . . . . . . . . 1046--1069
Ari Arapostathis and
Guodong Pang and
Nikola Sandri\'c Ergodicity of a Lévy-driven SDE arising
from multiclass many-server queues . . . 1070--1126
A. N. Bishop and
P. Del Moral and
K. Kamatani and
B. Rémillard On one-dimensional Riccati diffusions 1127--1187
Koji Tsukuda On Poisson approximations for the Ewens
sampling formula when the mutation
parameter grows with the sample size . . 1188--1232
James R. Cruise and
Andrew R. Wade The critical greedy server on the
integers is recurrent . . . . . . . . . 1233--1261
Sayan Banerjee and
Debankur Mukherjee Join-the-shortest queue diffusion limit
in Halfin--Whitt regime: Tail
asymptotics and scaling of extrema . . . 1262--1309
Ke Jin The length of the longest common
subsequence of two independent Mallows
permutations . . . . . . . . . . . . . . 1311--1355
Tiefeng Jiang Determinant of sample correlation matrix
with application . . . . . . . . . . . . 1356--1397
Van Hao Can Annealed limit theorems for the Ising
model on random regular graphs . . . . . 1398--1445
Erik Davis and
Sunder Sethuraman Approximating geodesics via random
points . . . . . . . . . . . . . . . . . 1446--1486
Gonçalo dos Reis and
William Salkeld and
Julian Tugaut Freidlin--Wentzell LDP in path space for
McKean--Vlasov equations and the
functional iterated logarithm law . . . 1487--1540
Saul C. Leite and
Ruth J. Williams A constrained Langevin approximation for
chemical reaction networks . . . . . . . 1541--1608
Jocelyne Bion--Nadal and
Denis Talay On a Wasserstein-type distance between
solutions to stochastic differential
equations . . . . . . . . . . . . . . . 1609--1639
Jean-François Chassagneux and
Dan Crisan and
François Delarue Numerical method for FBSDEs of
McKean--Vlasov type . . . . . . . . . . 1640--1684
Alexandre Popier and
Chao Zhou Second-order BSDE under monotonicity
condition and liquidation problem under
uncertainty . . . . . . . . . . . . . . 1685--1739
Amarjit Budhiraja and
Debankur Mukherjee and
Ruoyu Wu Supermarket model on graphs . . . . . . 1740--1777
Beno\^\it Kloeckner Effective Berry--Esseen and
concentration bounds for Markov chains
with a spectral gap . . . . . . . . . . 1778--1807
Airam Blancas and
Tim Rogers and
Jason Schweinsberg and
Arno Siri-Jégousse The nested Kingman coalescent: Speed of
coming down from infinity . . . . . . . 1808--1836
Igor Kortchemski and
Lo\"\ic Richier Condensation in critical Cauchy
Bienaymé--Galton--Watson trees . . . . . 1837--1877
Quentin Berger and
Niccol\`o Torri Entropy-controlled Last-Passage
Percolation . . . . . . . . . . . . . . 1878--1903
David G. Hobson and
Dominykas Norgilas The left-curtain martingale coupling in
the presence of atoms . . . . . . . . . 1904--1928
Vlad Bally Upper bounds for the function solution
of the homogeneous $ 2 D $ Boltzmann
equation with hard potential . . . . . . 1929--1961
Jian Ding and
Yuval Peres and
Gireeja Ranade and
Alex Zhai When multiplicative noise stymies
control . . . . . . . . . . . . . . . . 1963--1992
Sandra Cerrai and
Nicholas Paskal Large deviations for fast transport
stochastic RDEs with applications to the
exit problem . . . . . . . . . . . . . . 1993--2032
Ujan Gangopadhyay and
Krishanu Maulik Stochastic approximation with random
step sizes and urn models with random
replacement matrices having finite mean 2033--2066
Alan Hammond and
Milind Hegde Critical point for infinite cycles in a
random loop model on trees . . . . . . . 2067--2088
Michael Damron and
Janko Gravner and
Matthew Junge and
Hanbaek Lyu and
David Sivakoff Parking on transitive unimodular graphs 2089--2113
Reza Aghajani and
Kavita Ramanan The hydrodynamic limit of a randomized
load balancing network . . . . . . . . . 2114--2174
Nicolas Champagnat and
Benoit Henry A probabilistic approach to Dirac
concentration in nonlocal models of
adaptation with several resources . . . 2175--2216
Jonathan Hermon and
Justin Salez A version of Aldous' spectral-gap
conjecture for the zero range process 2217--2229
Lukasz Szpruch and
Shuren Tan and
Alvin Tse Iterative multilevel particle
approximation for McKean--Vlasov SDEs 2230--2265
Joris Bierkens and
Gareth O. Roberts and
Pierre-André Zitt Ergodicity of the zigzag process . . . . 2266--2301
Leif Döring and
Lukas Gonon and
David J. Prömel and
Oleg Reichmann On Skorokhod embeddings and Poisson
equations . . . . . . . . . . . . . . . 2302--2337
Ben Hambly and
Sean Ledger and
Andreas Sòjmark A McKean--Vlasov equation with positive
feedback and blow-ups . . . . . . . . . 2338--2373
Vincent Bansaye Approximation of stochastic processes by
nonexpansive flows and coming down from
infinity . . . . . . . . . . . . . . . . 2374--2438
Daniel Hsu and
Aryeh Kontorovich and
David A. Levin and
Yuval Peres and
Csaba Szepesvári and
Geoffrey Wolfer Mixing time estimation in reversible
Markov chains from a single sample path 2439--2480
Francesca Biagini and
Yinglin Zhang Reduced-form framework under model
uncertainty . . . . . . . . . . . . . . 2481--2522
Pei-Sen Li and
Xu Yang and
Xiaowen Zhou A general continuous-state nonlinear
branching process . . . . . . . . . . . 2523--2555
Rongfeng Sun and
Jan M. Swart and
Jinjiong Yu Equilibrium interfaces of biased voter
models . . . . . . . . . . . . . . . . . 2556--2593
P. Degond and
M. Pulvirenti Propagation of chaos for topological
interactions . . . . . . . . . . . . . . 2594--2612
Raphaël Lachi\`eze-Rey Normal convergence of nonlocalised
geometric functionals and shot-noise
excursions . . . . . . . . . . . . . . . 2613--2653
Emmanuel Jacob and
Amitai Linker and
Peter Mörters Metastability of the contact process on
fast evolving scale-free networks . . . 2654--2699
Christina S. Diehl and
Götz Kersting Tree lengths for general $ \Lambda
$-coalescents and the asymptotic site
frequency spectrum around the
Bolthausen--Sznitman coalescent . . . . 2700--2743
Carla Tameling and
Max Sommerfeld and
Axel Munk Empirical optimal transport on countable
metric spaces: Distributional limits and
statistical applications . . . . . . . . 2744--2781
Peter Braunsteins and
Sophie Hautphenne Extinction in lower Hessenberg branching
processes with countably many types . . 2782--2818
Erhan Bayraktar and
Jinniao Qiu Controlled reflected SDEs and Neumann
problem for backward SPDEs . . . . . . . 2819--2848
Sergio A. Almada Monter and
Mykhaylo Shkolnikov and
Jiacheng Zhang Dynamics of observables in rank-based
models and performance of functionally
generated portfolios . . . . . . . . . . 2849--2883
Jackson Gorham and
Andrew B. Duncan and
Sebastian J. Vollmer and
Lester Mackey Measuring sample quality with diffusions 2884--2928
Abishek Sankararaman and
François Baccelli and
Sergey Foss Interference queueing networks on grids 2929--2987
Nicholas F. Marshall Approximating mixed Hölder functions
using random samples . . . . . . . . . . 2988--3005
Jong Yun Hwang and
Ji Oon Lee and
Kevin Schnelli Local law and Tracy--Widom limit for
sparse sample covariance matrices . . . 3006--3036
Yu Gu and
Li-Cheng Tsai Another look into the Wong--Zakai
theorem for stochastic heat equation . . 3037--3061
Daniel Heydecker Pathwise convergence of the hard spheres
Kac process . . . . . . . . . . . . . . 3062--3127
Ran Huo and
Rick Durrett The zealot voter model . . . . . . . . . 3128--3154
Eduardo Abi Jaber and
Martin Larsson and
Sergio Pulido Affine Volterra processes . . . . . . . 3155--3200
Gesine Reinert and
Nathan Ross Approximating stationary distributions
of fast mixing Glauber dynamics, with
applications to exponential random
graphs . . . . . . . . . . . . . . . . . 3201--3229
Guy Bresler and
Dheeraj Nagaraj Stein's method for stationary
distributions of Markov chains and
application to Ising models . . . . . . 3230--3265
Gunther Leobacher and
Michaela Szölgyenyi Correction note: A strong order $ 1 / 2
$ method for multidimensional SDEs with
discontinuous drift . . . . . . . . . . 3266--3269
Ruoting Gong and
Chenchen Mou and
Andrzej \'Swiech Stochastic representations for solutions
to parabolic Dirichlet problems for
nonlocal Bellman equations . . . . . . . 3271--3310
Gaoyue Guo and
Jan Ob\lój Computational methods for martingale
optimal transport problems . . . . . . . 3311--3347
Sebastian Herrmann and
Florian Stebegg Robust pricing and hedging around the
globe . . . . . . . . . . . . . . . . . 3348--3386
Martin Keller-Ressel and
Thorsten Schmidt and
Robert Wardenga Affine processes beyond stochastic
continuity . . . . . . . . . . . . . . . 3387--3437
André Schlichting and
Martin Slowik Poincaré and logarithmic Sobolev
constants for metastable Markov chains
via capacitary inequalities . . . . . . 3438--3488
Frederi Viens and
Jianfeng Zhang A martingale approach for fractional
Brownian motions and related path
dependent PDEs . . . . . . . . . . . . . 3489--3540
Anton Bovier and
Loren Coquille and
Charline Smadi Crossing a fitness valley as a
metastable transition in a stochastic
population model . . . . . . . . . . . . 3541--3589
Viktor Todorov Nonparametric spot volatility from
options . . . . . . . . . . . . . . . . 3590--3636
Sandra Kliem Right marker speeds of solutions to the
KPP equation with noise . . . . . . . . 3637--3694
Erhan Bayraktar and
Jaksa Cvitani\'c and
Yuchong Zhang Large tournament games . . . . . . . . . 3695--3744
Yannic Bröker and
Chiranjib Mukherjee Localization of the Gaussian
multiplicative chaos in the Wiener space
and the stochastic heat equation in
strong disorder . . . . . . . . . . . . 3745--3785
Janne Junnila and
Eero Saksman and
Christian Webb Decompositions of log-correlated fields
with applications . . . . . . . . . . . 3786--3820
Ryoki Fukushima and
Stefan Junk Zero temperature limit for the Brownian
directed polymer among Poissonian
disasters . . . . . . . . . . . . . . . 3821--3860
Danny Nam and
Evita Nestoridi Cutoff for the cyclic adjacent
transposition shuffle . . . . . . . . . 3861--3892
Peter Bank and
Yan Dolinsky Continuous-time duality for
superreplication with transient price
impact . . . . . . . . . . . . . . . . . 3893--3917
Oleg Butkovsky and
Alexei Kulik and
Michael Scheutzow Generalized couplings and ergodic rates
for SPDEs and other Markov models . . . 1--39
Alessandro Garavaglia and
Remco van der Hofstad and
Nelly Litvak Local weak convergence for PageRank . . 40--79
Sayan Banerjee and
Debankur Mukherjee Join-the-Shortest Queue diffusion limit
in Halfin--Whitt regime: Sensitivity on
the heavy-traffic parameter . . . . . . 80--144
Janko Gravner and
David Sivakoff Bootstrap percolation on the product of
the two-dimensional lattice with a
Hamming square . . . . . . . . . . . . . 145--174
Sima Mehri and
Michael Scheutzow and
Wilhelm Stannat and
Bian Z. Zangeneh Propagation of chaos for stochastic
spatially structured neuronal networks
with delay driven by jump diffusions . . 175--207
Itai Benjamini and
Luiz Renato Fontes and
Jonathan Hermon and
Fábio Prates Machado On an epidemic model on finite graphs 208--258
Marcel Nutz and
Jaime San Martin and
Xiaowei Tan Convergence to the mean field game
limit: a case study . . . . . . . . . . 259--286
Valentin Féray Central limit theorems for patterns in
multiset permutations and set partitions 287--323
Zhao Dong and
Jiang-Lun Wu and
Rangrang Zhang and
Tusheng Zhang Large deviation principles for
first-order scalar conservation laws
with stochastic forcing . . . . . . . . 324--367
Rémi Bardenet and
Adrien Hardy Monte Carlo with determinantal point
processes . . . . . . . . . . . . . . . 368--417
Antonio Blanca and
Reza Gheissari and
Eric Vigoda Random-cluster dynamics in $ \mathbb
{Z}^2 $: Rapid mixing with general
boundary conditions . . . . . . . . . . 418--459
Jinho Baik and
Thomas Bothner The largest real eigenvalue in the real
Ginibre ensemble and its relation to the
Zakharov--Shabat system . . . . . . . . 460--501
Nina Holden and
Russell Lyons Lower bounds for trace reconstruction 503--525
Wei Fang and
Michael B. Giles Adaptive Euler--Maruyama method for SDEs
with nonglobally Lipschitz drift . . . . 526--560
Hermine Biermé and
Agn\`es Desolneux Mean geometry for $2$D random fields:
Level perimeter and level total
curvature integrals . . . . . . . . . . 561--607
Andreas Anastasiou and
Gesine Reinert Bounds for the asymptotic distribution
of the likelihood ratio . . . . . . . . 608--643
Stefan Ankirchner and
Alexander Fromm and
Thomas Kruse and
Alexandre Popier Optimal position targeting via
decoupling fields . . . . . . . . . . . 644--672
Hoang-Long Ngo and
Dai Taguchi Semi-implicit Euler--Maruyama
approximation for noncolliding particle
systems . . . . . . . . . . . . . . . . 673--705
Thomas Cayé and
Martin Herdegen and
Johannes Muhle-Karbe Trading with small nonlinear price
impact . . . . . . . . . . . . . . . . . 706--746
Oleksii Mostovyi and
Mihai S\^\irbu Optimal investment and consumption with
labor income in incomplete markets . . . 747--787
Nicola Kistler and
Adrien Schertzer and
Marius A. Schmidt Oriented first passage percolation in
the mean field limit, 2. The extremal
process . . . . . . . . . . . . . . . . 788--811
Jun Yan Nonlinear large deviations: Beyond the
hypercube . . . . . . . . . . . . . . . 812--846
Emanuele Dolera and
Stefano Favaro A Berry--Esseen theorem for Pitman's $
\alpha $-diversity . . . . . . . . . . . 847--869
David Gamarnik and
John N. Tsitsiklis and
Martin Zubeldia A lower bound on the queueing delay in
resource constrained load balancing . . 870--901
Jonathan Hermon and
Ben Morris and
Chuan Qin and
Allan Sly The social network model on infinite
graphs . . . . . . . . . . . . . . . . . 902--935
Cong Wu and
Jianfeng Zhang Viscosity solutions to parabolic master
equations and McKean--Vlasov SDEs with
closed-loop controls . . . . . . . . . . 936--986
Assaf Shapira Kinetically constrained models with
random constraints . . . . . . . . . . . 987--1006
T. De Angelis and
G. Peskir Global $ C^1 $ regularity of the value
function in optimal stopping problems 1007--1031
P. A. Ernst and
G. Peskir and
Q. Zhou Optimal real-time detection of a
drifting Brownian coordinate . . . . . . 1032--1065
Emmanuel Abbe and
Enric Boix-Adser\`a An information-percolation bound for
spin synchronization on general graphs 1066--1090
Viktor Bezborodov and
Luca Di Persio and
Tyll Krueger and
Pasha Tkachov Spatial growth processes with long range
dispersion: Microscopics, mesoscopics
and discrepancy in spread rate . . . . . 1091--1129
Giacomo Ascione and
Enrica Pirozzi and
Bruno Toaldo On the exit time from open sets of some
semi-Markov processes . . . . . . . . . 1130--1163
Gerardo Barrera and
Milton Jara Thermalisation for small random
perturbations of dynamical systems . . . 1164--1208
Nawaf Bou-Rabee and
Andreas Eberle and
Raphael Zimmer Coupling and convergence for Hamiltonian
Monte Carlo . . . . . . . . . . . . . . 1209--1250
Boris Ettinger and
Alexandru Hening and
Tak Kwong Wong The inverse first passage time problem
for killed Brownian motion . . . . . . . 1251--1275
Neng-Yi Wang and
Liming Wu Transport-information inequalities for
Markov chains . . . . . . . . . . . . . 1276--1320
Julio Backhoff-Veraguas and
Daniel Lacker and
Ludovic Tangpi Nonexponential Sanov and Schilder
theorems on Wiener space: BSDEs,
Schrödinger problems and control . . . . 1321--1367
Simon C. Harris and
Samuel G. G. Johnston and
Matthew I. Roberts The coalescent structure of
continuous-time Galton--Watson trees . . 1368--1414
Dylan Possama\"\i and
Nizar Touzi and
Jianfeng Zhang Zero-sum path-dependent stochastic
differential games in weak formulation 1415--1457
Tobias Müller and
Mathew D. Penrose Optimal Cheeger cuts and bisections of
random geometric graphs . . . . . . . . 1458--1483
Volker Betz and
Helge Schäfer and
Dirk Zeindler Random permutations without macroscopic
cycles . . . . . . . . . . . . . . . . . 1484--1505
Paul Dupuis and
Markos A. Katsoulakis and
Yannis Pantazis and
Luc Rey-Bellet Sensitivity analysis for rare events
based on Rényi divergence . . . . . . . . 1507--1533
Mateusz B. Majka and
Aleksandar Mijatovi\'c and
Lukasz Szpruch Nonasymptotic bounds for sampling
algorithms without log-concavity . . . . 1534--1581
Clayton L. Barnes Hydrodynamic limit and propagation of
chaos for Brownian particles reflecting
from a Newtonian barrier . . . . . . . . 1582--1613
Oriane Blondel and
Marcelo R. Hilário and
Renato S. dos Santos and
Vladas Sidoravicius and
Augusto Teixeira Random walk on random walks: Low
densities . . . . . . . . . . . . . . . 1614--1641
Jian Song and
Jianfeng Yao and
Wangjun Yuan High-dimensional limits of eigenvalue
distributions for general Wishart
process . . . . . . . . . . . . . . . . 1642--1668
Marcel Nutz and
Yuchong Zhang Conditional optimal stopping: a
time-inconsistent optimization . . . . . 1669--1692
Daniel Lacker On the convergence of closed-loop Nash
equilibria to the mean field game limit 1693--1761
Jeff Borggaard and
Nathan Glatt-Holtz and
Justin Krometis On Bayesian consistency for flows
observed through a passive scalar . . . 1762--1783
Benjamin Seeger Approximation schemes for viscosity
solutions of fully nonlinear stochastic
partial differential equations . . . . . 1784--1823
Anna Ben-Hamou A threshold for cutoff in two-community
random graphs . . . . . . . . . . . . . 1824--1846
Cyril Labbé and
Hubert Lacoin Mixing time and cutoff for the weakly
asymmetric simple exclusion process . . 1847--1883
Philippe Briand and
Paul-Éric Chaudru de Raynal and
Arnaud Guillin and
Céline Labart Particles systems and numerical schemes
for mean reflected stochastic
differential equations . . . . . . . . . 1884--1909
Aukosh Jagannath and
Patrick Lopatto and
Léo Miolane Statistical thresholds for tensor PCA 1910--1933
Gioia Carinci and
Cristian Giardin\`a and
Frank Redig Exact formulas for two interacting
particles and applications in particle
systems with duality . . . . . . . . . . 1934--1970
Mark Podolskij and
Bezirgen Veliyev and
Nakahiro Yoshida Edgeworth expansion for Euler
approximation of continuous diffusion
processes . . . . . . . . . . . . . . . 1971--2003
Sayan Banerjee and
Amarjit Budhiraja Parameter and dimension dependence of
convergence rates to stationarity for
reflecting Brownian motions . . . . . . 2005--2029
Julien Poisat and
François Simenhaus A limit theorem for the survival
probability of a simple random walk
among power-law renewal obstacles . . . 2030--2068
Alain Durmus and
Arnaud Guillin and
Pierre Monmarché Geometric ergodicity of the Bouncy
Particle Sampler . . . . . . . . . . . . 2069--2098
Janne Junnila and
Eero Saksman and
Christian Webb Imaginary multiplicative chaos: Moments,
regularity and connections to the Ising
model . . . . . . . . . . . . . . . . . 2099--2164
Martin Friesen and
Peng Jin and
Barbara Rüdiger Stochastic equation and exponential
ergodicity in Wasserstein distances for
affine processes . . . . . . . . . . . . 2165--2195
Jacopo Borga and
Erik Slivken Square permutations are typically
rectangular . . . . . . . . . . . . . . 2196--2233
J.-C. Mourrat Hamilton--Jacobi equations for
finite-rank matrix inference . . . . . . 2234--2260
Daniel Ahlberg and
Maria Deijfen and
Christopher Hoffman The two-type Richardson model in the
half-plane . . . . . . . . . . . . . . . 2261--2273
Andrew L. Allan and
Samuel N. Cohen Pathwise stochastic control with
applications to robust filtering . . . . 2274--2310
Martin Hutzenthaler and
Daniel Pieper Propagation of chaos and the many-demes
limit for weakly interacting diffusions
in the sparse regime . . . . . . . . . . 2311--2354
Michele Coghi and
Jean-Dominique Deuschel and
Peter K. Friz and
Mario Maurelli Pathwise McKean--Vlasov theory with
additive noise . . . . . . . . . . . . . 2355--2392
Cécile Mailler and
Denis Villemonais Stochastic approximation on noncompact
measure spaces and application to
measure-valued Pólya processes . . . . . 2393--2438
Omri Cohen-Alloro and
Ron Peled Rarity of extremal edges in random
surfaces and other theoretical
applications of cluster algorithms . . . 2439--2464
Justin Dean and
Ayalvadi Ganesh and
Edward Crane Functional large deviations for Cox
processes and . . . . . . . . . . . . . 2465--2490
Ruijian Han and
Rougang Ye and
Chunxi Tan and
Kani Chen Asymptotic theory of sparse
Bradley--Terry model . . . . . . . . . . 2491--2515
Erhan Bayraktar and
Ibrahim Ekren and
Yili Zhang On the asymptotic optimality of the comb
strategy for prediction with expert
advice . . . . . . . . . . . . . . . . . 2517--2546
Dominic Breit and
Eduard Feireisl and
Martina Hofmanová Markov selection for the stochastic
compressible Navier--Stokes system . . . 2547--2572
Emma Horton and
Andreas E. Kyprianou and
Denis Villemonais Stochastic methods for the neutron
transport equation I: Linear semigroup
asymptotics . . . . . . . . . . . . . . 2573--2612
M. Arnaudon and
P. Del Moral A second order analysis of
McKean--Vlasov semigroups . . . . . . . 2613--2664
Alexander Fromm and
Peter Imkeller Utility maximization via decoupling
fields . . . . . . . . . . . . . . . . . 2665--2694
Mihail Bazhba and
Jose Blanchet and
Chang-Han Rhee and
Bert Zwart Sample path large deviations for Lévy
processes and random walks with Weibull
increments . . . . . . . . . . . . . . . 2695--2739
Yacine A\"\it-Sahalia and
Jean Jacod From tick data to semimartingales . . . 2740--2768
Benjamin Landon and
Philippe Sosoe Applications of mesoscopic CLTs in
random matrix theory . . . . . . . . . . 2769--2795
Yuval Peres and
Miklós Z. Rácz and
Allan Sly and
Izabella Stuhl How fragile are information cascades? 2796--2814
Simon C. Harris and
Emma Horton and
Andreas E. Kyprianou Stochastic methods for the neutron
transport equation II: Almost sure
growth . . . . . . . . . . . . . . . . . 2815--2845
Yukun He Bulk eigenvalue fluctuations of sparse
random matrices . . . . . . . . . . . . 2846--2879
Fabio Lopes and
Malwina Luczak Extinction time for the weaker of two
competing SIS epidemics . . . . . . . . 2880--2922
Peter Bank and
David Besslich Modelling information flows by Meyer-$
\sigma $-fields in the singular
stochastic control problem of
irreversible investment . . . . . . . . 2923--2962
Anne Buijsrogge and
Paul Dupuis and
Michael Snarski Splitting algorithms for rare event
simulation over long time intervals . . 2963--2998
Piotr Dyszewski and
Thomas Mikosch Homogeneous mappings of regularly
varying vectors . . . . . . . . . . . . 2999--3026
Randolf Altmeyer and
Markus Reiß Nonparametric estimation for linear
SPDEs from local measurements . . . . . 1--38
Yaozhong Hu and
Yanghui Liu and
David Nualart Crank--Nicolson scheme for stochastic
differential equations driven by
fractional Brownian motions . . . . . . 39--83
Jonathan Hermon and
Justin Salez The interchange process on
high-dimensional products . . . . . . . 84--98
Dirk Erhard and
Tertuliano Franco and
Diogo S. da Silva The slow bond random walk and the
snapping out Brownian motion . . . . . . 99--127
Günter Last and
Franz Nestmann and
Matthias Schulte The random connection model and
functions of edge-marked Poisson
processes: Second order properties and
normal approximation . . . . . . . . . . 128--168
Maury Bramson and
Lawrence F. Gray The majority vote process and other
consensus processes on trees . . . . . . 169--198
Christian Hirsch and
Mark Holmes and
Victor Kleptsyn Absence of WARM percolation in the very
strong reinforcement regime . . . . . . 199--217
Janko Gravner and
Alexander E. Holroyd and
David Sivakoff Polluted bootstrap percolation in three
dimensions . . . . . . . . . . . . . . . 218--246
Qi-Man Shao and
Mengchen Zhang and
Zhuo-Song Zhang Cramér-type moderate deviation theorems
for nonnormal approximation . . . . . . 247--283
Patrik L. Ferrari and
Bálint Vet\Ho Fluctuations of the Arctic curve in the
tilings of the Aztec diamond on
restricted domains . . . . . . . . . . . 284--320
Jeffrey C. Lagarias and
Brad Rodgers Band-limited mimicry of point processes
by point processes supported on a
lattice . . . . . . . . . . . . . . . . 351--376
Paul Dario Optimal corrector estimates on
percolation cluster . . . . . . . . . . 377--431
Milica Tomasevi\'c A new McKean--Vlasov stochastic
interpretation of the
parabolic-parabolic Keller--Segel model:
The two-dimensional case . . . . . . . . 432--459
Jingrui Sun and
Jie Xiong and
Jiongmin Yong Indefinite stochastic linear-quadratic
optimal control problems with random
coefficients: Closed-loop representation
of open-loop optimal controls . . . . . 460--499
Remco van der Hofstad and
Johan S. H. van Leeuwaarden and
Clara Stegehuis Optimal subgraph structures in
scale-free configuration models . . . . 501--537
Johannes Heiny and
Thomas Mikosch and
Jorge Yslas Point process convergence for the
off-diagonal entries of sample
covariance matrices . . . . . . . . . . 538--560
Eric Luçon and
Christophe Poquet Periodicity induced by noise and
interaction in the kinetic mean-field
FitzHugh--Nagumo model . . . . . . . . . 561--593
Yuri Bakhtin and
Hong-Bin Chen Long exit times near a repelling
equilibrium . . . . . . . . . . . . . . 594--624
Han L. Gan and
Nathan Ross Stein's method for the
Poisson--Dirichlet distribution and the
Ewens sampling formula, with
applications to Wright--Fisher models 625--667
Paul Chleboun and
Aaron Smith Cutoff for the square plaquette model on
a critical length scale . . . . . . . . 668--702
Andi Q. Wang and
Murray Pollock and
Gareth O. Roberts and
David Steinsaltz Regeneration-enriched Markov processes
with application to Monte Carlo . . . . 703--735
Martina Hofmanová and
James-Michael Leahy and
Torstein Nilssen On a rough perturbation of the
Navier--Stokes system and its vorticity
formulation . . . . . . . . . . . . . . 736--777
Demetrios P. Lyberopoulos and
Nikolaos D. Macheras A characterization of
martingale-equivalent mixed compound
Poisson processes . . . . . . . . . . . 778--805
Viacheslav Natarovskii and
Daniel Rudolf and
Björn Sprungk Quantitative spectral gap estimate and
Wasserstein contraction of simple slice
sampling . . . . . . . . . . . . . . . . 806--825
Amaury Lambert and
Verónica Miró Pina and
Emmanuel Schertzer Chromosome painting: How recombination
mixes ancestral colors . . . . . . . . . 826--864
Persi Diaconis and
Kelsey Houston-Edwards and
Laurent Saloff-Coste Gambler's ruin estimates on finite inner
uniform domains . . . . . . . . . . . . 865--895
P. K. Friz and
P. Gassiat and
P. Pigato Precise asymptotics: Robust stochastic
volatility models . . . . . . . . . . . 896--940
Eyal Castiel and
Sem Borst and
Laurent Miclo and
Florian Simatos and
Phil Whiting Induced idleness leads to deterministic
heavy traffic limits for queue-based
random-access algorithms . . . . . . . . 941--971
Jure Vogrinc and
Wilfrid S. Kendall Counterexamples for optimal scaling of
Metropolis--Hastings chains with rough
target densities . . . . . . . . . . . . 972--1019
Qiming Du and
Arnaud Guyader Variance estimation in adaptive
sequential Monte Carlo . . . . . . . . . 1021--1060
Rami Atar and
Amarjit Budhiraja and
Paul Dupuis and
Ruoyu Wu Robust bounds and optimization at the
large deviations scale for queueing
models via Rényi divergence . . . . . . . 1061--1099
Lukasz Szpruch and
Alvin Tse Antithetic multilevel sampling method
for nonlinear functionals of measure . . 1100--1139
Christian Bender and
Nikolaus Schweizer ``Regression anytime'' with brute-force
SVD truncation . . . . . . . . . . . . . 1140--1179
Xin Chen and
Takashi Kumagai and
Jian Wang Random conductance models with
stable-like jumps: Quenched invariance
principle . . . . . . . . . . . . . . . 1180--1231
Ivan Guo and
Grégoire Loeper Path dependent optimal transport and
model calibration on exotic derivatives 1232--1263
Alexey Kroshnin and
Vladimir Spokoiny and
Alexandra Suvorikova Statistical inference for
Bures--Wasserstein barycenters . . . . . 1264--1298
Nils Caillerie and
Julien Vovelle Diffusion-approximation for a kinetic
equation with perturbed velocity
redistribution process . . . . . . . . . 1299--1335
Michael Röckner and
Huanyu Yang and
Rongchan Zhu Conservative stochastic two-dimensional
Cahn--Hilliard equation . . . . . . . . 1336--1375
Tomasz R. Bielecki and
Jacek Jakubowski and
Monique Jeanblanc and
Mariusz Nieweg\lowski Semimartingales and shrinkage of
filtration . . . . . . . . . . . . . . . 1376--1402
Mariana Olvera-Cravioto PageRank's behavior under degree
correlations . . . . . . . . . . . . . . 1403--1442
Ross McVinish and
Liam Hodgkinson Fast approximate simulation of finite
long-range spin systems . . . . . . . . 1443--1473
David Gamarnik and
Eren C. Kizildag Computing the partition function of the
Sherrington--Kirkpatrick model is hard
on average . . . . . . . . . . . . . . . 1474--1504
Anis Matoussi and
Dylan Possama\"\i and
Chao Zhou Corrigendum for ``Second-order reflected
backward stochastic differential
equations'' and ``Second-order BSDEs
with general reflection and game options
under uncertainty'' . . . . . . . . . . 1505--1522
Svante Janson and
Lutz Warnke Preferential attachment without vertex
growth: Emergence of the giant component 1523--1547
Bhaswar B. Bhattacharya and
Somabha Mukherjee and
Sumit Mukherjee Asymptotic distribution of Bernoulli
quadratic forms . . . . . . . . . . . . 1548--1597
Pierre Calka and
J. E. Yukich Convex hulls of perturbed random point
sets . . . . . . . . . . . . . . . . . . 1598--1632
Qian Qin and
James P. Hobert On the limitations of single-step drift
and minorization in Markov chain
convergence analysis . . . . . . . . . . 1633--1659
Xiao Fang and
Yuta Koike High-dimensional central limit theorems
by Stein's method . . . . . . . . . . . 1660--1686
Sky Cao Central limit theorems for combinatorial
optimization problems on sparse
Erd\Hos--Rényi graphs . . . . . . . . . . 1687--1723
Siva Athreya and
Frank den Hollander and
Adrian Röllin Graphon-valued stochastic processes from
population genetics . . . . . . . . . . 1724--1745
Michael E. Bate and
Stephen B. Connor and
Oliver Matheau-Raven Cutoff for a one-sided transposition
shuffle . . . . . . . . . . . . . . . . 1746--1773
Bruno Schapira Localization on 5 sites for vertex
reinforced random walks: Towards a
characterization . . . . . . . . . . . . 1774--1786
Constantinos Kardaras and
Scott Robertson Ergodic robust maximization of
asymptotic growth . . . . . . . . . . . 1787--1819
Nicolas Champagnat and
Sylvie Méléard and
Viet Chi Tran Stochastic analysis of emergence of
evolutionary cyclic behavior in
population dynamics with transfer . . . 1820--1867
Wei-Kuo Chen and
Madeline Handschy and
Gilad Lerman Phase transition in random tensors with
multiple independent spikes . . . . . . 1868--1913
Jia Li and
Congshan Zhang and
Yunxiao Liu Glivenko-Cantelli theorems for
integrated functionals of stochastic
processes . . . . . . . . . . . . . . . 1914--1943
Michael Gnewuch and
Nils Hebbinghaus Discrepancy bounds for a class of
negatively dependent random points
including Latin hypercube samples . . . 1944--1965
C. Bernardin and
T. Funaki and
S. Sethuraman Derivation of coupled KPZ-Burgers
equation from multi-species zero-range
processes . . . . . . . . . . . . . . . 1966--2017
Oren Mangoubi and
Aaron Smith Mixing of Hamiltonian Monte Carlo on
strongly log-concave distributions:
Continuous dynamics . . . . . . . . . . 2019--2045
Félix Foutel-Rodier and
Amaury Lambert and
Emmanuel Schertzer Exchangeable coalescents, ultrametric
spaces, nested interval-partitions: A
unifying approach . . . . . . . . . . . 2046--2090
Frank Ball Central limit theorems for SIR epidemics
and percolation on configuration model
random graphs . . . . . . . . . . . . . 2091--2142
Arturo Jaramillo and
Ivan Nourdin and
Giovanni Peccati Approximation of fractional local times:
Zero energy and derivatives . . . . . . 2143--2191
Erik I. Broman and
Olof Elias and
Filipe Mussini and
Johan Tykesson The fractal cylinder process: Existence
and connectivity phase transitions . . . 2192--2243
Eduardo Abi Jaber and
Enzo Miller and
Huyên Pham Linear-quadratic control for a class of
stochastic Volterra equations:
Solvability and approximation . . . . . 2244--2274
Jonathan Hermon and
Justin Salez Entropy dissipation estimates for
inhomogeneous zero-range processes . . . 2275--2283
Florian Henning and
Christof Külske Coexistence of localized Gibbs measures
and delocalized gradient Gibbs measures
on trees . . . . . . . . . . . . . . . . 2284--2310
Domenico Marinucci and
Maurizia Rossi and
Anna Vidotto Non-universal fluctuations of the
empirical measure for isotropic
stationary fields on $ \mathbb {S}^2
\times \mathbb {R} $ . . . . . . . . . . 2311--2349
Pierre Henry-Labord\`ere and
Nizar Touzi Branching diffusion representation for
nonlinear Cauchy problems and Monte
Carlo approximation . . . . . . . . . . 2350--2375
Amarjit Budhiraja and
Eric Friedlander and
Ruoyu Wu Many-server asymptotics for
join-the-shortest-queue: Large
deviations and rare events . . . . . . . 2376--2419
Benjamin Hellouin de Menibus and
Yvan Le Borgne Asymptotic behaviour of the
one-dimensional
``rock--paper--scissors'' cyclic
cellular automaton . . . . . . . . . . . 2420--2440
Benjamin Jourdain and
Tony Leli\`evre and
Pierre-André Zitt Convergence of metadynamics: Discussion
of the adiabatic hypothesis . . . . . . 2441--2477
Christophe Andrieu and
Alain Durmus and
Nikolas Nüsken and
Julien Roussel Hypocoercivity of piecewise
deterministic Markov process-Monte Carlo 2478--2517
Marc Peigné and
Wolfgang Woess Recurrence of two-dimensional queueing
processes, and random walk exit times
from the quadrant . . . . . . . . . . . 2519--2537
Jodi Dianetti and
Giorgio Ferrari and
Markus Fischer and
Max Nendel Submodular mean field games: Existence
and approximation of solutions . . . . . 2538--2566
Sergey G. Bobkov and
Michel Ledoux A simple Fourier analytic proof of the
AKT optimal matching theorem . . . . . . 2567--2584
Frank Aurzada and
Volker Betz and
Mikhail Lifshits Breaking a chain of interacting Brownian
particles . . . . . . . . . . . . . . . 2585--2611
George Deligiannidis and
Daniel Paulin and
Alexandre Bouchard-Côté and
Arnaud Doucet Randomized Hamiltonian Monte Carlo as
scaling limit of the bouncy particle
sampler and dimension-free convergence
rates . . . . . . . . . . . . . . . . . 2612--2662
Mehrdad Moharrami and
Cristopher Moore and
Jiaming Xu The planted matching problem: Phase
transitions and exact results . . . . . 2663--2720
Dieter Mitsche and
Mathew D. Penrose Limit theory of combinatorial
optimization for random geometric graphs 2721--2771
Sami Davies and
Miklós Z. Rácz and
Cyrus Rashtchian Reconstructing trees from traces . . . . 2772--2810
Joris Bierkens and
Pierre Nyquist and
Mikola C. Schlottke Large deviations for the empirical
measure of the zig-zag process . . . . . 2811--2843
Carl Graham Regenerative properties of the linear
Hawkes process with unbounded memory . . 2844--2863
Amir Dembo and
Eyal Lubetzky and
Ofer Zeitouni Universality for Langevin-like spin
glass dynamics . . . . . . . . . . . . . 2864--2880
Louis H. Y. Chen and
Adrian Röllin and
Aihua Xia Palm theory, random measures and Stein
couplings . . . . . . . . . . . . . . . 2881--2923
Eduardo Abi Jaber and
Christa Cuchiero and
Martin Larsson and
Sergio Pulido A weak solution theory for stochastic
Volterra equations of convolution type 2924--2952
T. Tony Cai and
Tiefeng Jiang and
Xiaoou Li Asymptotic analysis for extreme
eigenvalues of principal minors of
random matrices . . . . . . . . . . . . 2953--2990
Philip A. Ernst and
Sandro Franceschi Asymptotic behavior of the occupancy
density for obliquely reflected Brownian
motion in a half-plane and Martin
boundary . . . . . . . . . . . . . . . . 2991--3016
Carlos Améndola and
Claudia Klüppelberg and
Steffen Lauritzen and
Ngoc M. Tran Conditional independence in max-linear
Bayesian networks . . . . . . . . . . . 1--45
Antar Bandyopadhyay and
Debleena Thacker A new approach to Pólya urn schemes and
its infinite color generalization . . . 46--79
Ulrich Horst and
Xiaonyu Xia and
Chao Zhou Portfolio liquidation under factor
uncertainty . . . . . . . . . . . . . . 80--123
Qian Qin and
James P. Hobert Wasserstein-based methods for
convergence complexity analysis of MCMC
with applications . . . . . . . . . . . 124--166
Vincent Lerouvillois and
Fabio Toninelli Hydrodynamic limit for a $2$D interlaced
particle process . . . . . . . . . . . . 167--190
Clément Dombry and
Charles Tillier and
Olivier Wintenberger Hidden regular variation for point
processes and the single/multiple large
point heuristic . . . . . . . . . . . . 191--234
Adrián González Casanova and
Verónica Miró Pina and
Arno Siri-Jégousse The symmetric coalescent and
Wright--Fisher models with bottlenecks 235--268
Hubert Lacoin A universality result for subcritical
complex Gaussian multiplicative chaos 269--293
Dmitry Kramkov and
Yan Xu An optimal transport problem with
backward martingale constraints
motivated by insider trading . . . . . . 294--326
Giulio Morina and
Krzysztof Latuszy\'nski and
Piotr Nayar and
Alex Wendland From the Bernoulli factory to a dice
enterprise via perfect sampling of
Markov chains . . . . . . . . . . . . . 327--359
Fabio Coppini Long time dynamics for interacting
oscillators on graphs . . . . . . . . . 360--391
Raphael Butez and
David García-Zelada Extremal particles of two-dimensional
Coulomb gases and random polynomials on
a positive background . . . . . . . . . 392--425
Ying Hu and
Xiaomin Shi and
Zuo Quan Xu Constrained stochastic LQ control with
regime switching and application to
portfolio selection . . . . . . . . . . 426--460
Kevin McGoff and
Sayan Mukherjee and
Andrew B. Nobel Gibbs posterior convergence and the
thermodynamic formalism . . . . . . . . 461--496
Louigi Addario-Berry and
Luc Devroye and
Gábor Lugosi and
Vasiliki Velona Broadcasting on random recursive trees 497--528
Julio Backhoff and
Daniel Bartl and
Mathias Beiglböck and
Johannes Wiesel Estimating processes in adapted
Wasserstein distance . . . . . . . . . . 529--550
Christian Döbler and
Miko\laj J. Kasprzak and
Giovanni Peccati Functional convergence of sequential
$U$-processes with size-dependent
kernels . . . . . . . . . . . . . . . . 551--601
Xiao Fang and
Yuta Koike New error bounds in multivariate normal
approximations via exchangeable pairs
with applications to Wishart matrices
and fourth moment theorems . . . . . . . 602--631
Clément Foucart A phase transition in the coming down
from infinity of simple exchangeable
fragmentation-coagulation processes . . 632--664
Rangel Baldasso and
Alan Pereira and
Guilherme Reis Large deviations for interacting
diffusions with path-dependent
McKean--Vlasov limit . . . . . . . . . . 665--695
Chinmoy Bhattacharjee and
Matthias Schulte Large degrees in scale-free
inhomogeneous random graphs . . . . . . 696--720
J. Backhoff-Veraguas and
G. Pammer Stability of martingale optimal
transport and weak optimal transport . . 721--752
Alexey Bufetov and
Vadim Gorin and
Dan Romik Absorbing time asymptotics in the
oriented swap process . . . . . . . . . 753--763
Armand Bernou and
Nicolas Fournier A coupling approach for the convergence
to equilibrium for a collisionless gas 764--811
Peter Baxendale and
Ting-Kam Leonard Wong Random concave functions . . . . . . . . 812--852
Sören Christensen and
Jan Kallsen and
Matthias Lenga Are American options European after all? 853--892
Alexandru Hening and
Dang H. Nguyen and
Sebastian J. Schreiber A classification of the dynamics of
three-dimensional stochastic ecological
systems . . . . . . . . . . . . . . . . 893--931
Giovanni Conforti A probabilistic approach to convex . . . 932--973
Vincent Beffara and
Sunil Chhita and
Kurt Johansson Local geometry of the rough-smooth
interface in the two-periodic Aztec
diamond . . . . . . . . . . . . . . . . 974--1017
Antonio Blanca and
Pietro Caputo and
Daniel Parisi and
Alistair Sinclair and
Eric Vigoda Entropy decay in the Swendsen--Wang
dynamics on $ \mathbb {Z}^d $ . . . . . 1018--1057
Miklós Z. Rácz and
Anirudh Sridhar Correlated randomly growing graphs . . . 1058--1111
Shankar Bhamidi and
Amarjit Budhiraja and
Paul Dupuis and
Ruoyu Wu Rare event asymptotics for exploration
processes for random graphs . . . . . . 1112--1178
Mitia Duerinckx and
Julian Fischer and
Antoine Gloria Scaling limit of the homogenization
commutator for Gaussian coefficient
fields . . . . . . . . . . . . . . . . . 1179--1209
Raphaël Forien and
Étienne Pardoux Household epidemic models and
McKean--Vlasov Poisson driven stochastic
differential equations . . . . . . . . . 1210--1233
Mark Adler and
Kurt Johansson and
Pierre van Moerbeke A singular Toeplitz determinant and the
discrete tacnode kernel for skew-Aztec
rectangles . . . . . . . . . . . . . . . 1234--1294
Boris Bukh and
Christopher Cox Periodic words, common subsequences and
frogs . . . . . . . . . . . . . . . . . 1295--1332
Jianfeng Lu and
Lihan Wang On explicit $ L^2 $-convergence rate
estimate for piecewise deterministic
Markov processes in MCMC algorithms . . 1333--1361
Sam Olesker-Taylor Metastability in loss networks with
dynamic alternative routing . . . . . . 1362--1399
Marcel Nutz and
Ruodu Wang The directional optimal transport . . . 1400--1420
Médéric Motte and
Huyên Pham Mean-field Markov decision processes
with common noise and open-loop controls 1421--1458
Qiyang Han and
Kengo Kato Berry--Esseen bounds for Chernoff-type
nonstandard asymptotics in isotonic
regression . . . . . . . . . . . . . . . 1459--1498
Fernando Cordero and
Sebastian Hummel and
Emmanuel Schertzer General selection models: Bernstein
duality and minimal ancestral structures 1499--1556
Tianyi Bai and
Yijun Wan Capacity of the range of tree-indexed
random walk . . . . . . . . . . . . . . 1557--1589
Arnaud Guillin and
Wei Liu and
Liming Wu and
Chaoen Zhang Uniform Poincaré and logarithmic Sobolev
inequalities for mean field particle
systems . . . . . . . . . . . . . . . . 1590--1614
Guodong Pang and
Étienne Pardoux Functional limit theorems for
non-Markovian epidemic models . . . . . 1615--1665
Sarath Yasodharan and
Rajesh Sundaresan Large deviations of mean-field
interacting particle systems in a fast
varying environment . . . . . . . . . . 1666--1704
Bruno Bouchard and
Xiaolu Tan Understanding the dual formulation for
the hedging of path-dependent options
with price impact . . . . . . . . . . . 1705--1733
Kartick Adhikari and
Robert J. Adler and
Omer Bobrowski and
Ron Rosenthal On the spectrum of dense random
geometric graphs . . . . . . . . . . . . 1734--1773
Tiziano De Angelis and
Nikita Merkulov and
Jan Palczewski On the value of non-Markovian Dynkin
games with partial and asymmetric
information . . . . . . . . . . . . . . 1774--1813
Imma Valentina Curato and
Robert Stelzer and
Bennet Ströh Central limit theorems for stationary
random fields under weak dependence with
application to ambit and mixed moving
average fields . . . . . . . . . . . . . 1814--1861
Yingjia Fu and
Ruth J. Williams Asymptotic behavior of a critical fluid
model for bandwidth sharing with general
file size distributions . . . . . . . . 1862--1901
Sigrid Källblad A dynamic programming approach to
distribution-constrained optimal
stopping . . . . . . . . . . . . . . . . 1902--1928
Jean-François Chassagneux and
Lukasz Szpruch and
Alvin Tse Weak quantitative propagation of chaos
via differential calculus on the space
of measures . . . . . . . . . . . . . . 1929--1969
Mohamed Ben Alaya and
Ahmed Kebaier and
Thi Bao Tram Ngo Central limit theorem for the antithetic
multilevel Monte Carlo method . . . . . 1970--2027
Chiranjib Mukherjee Central limit theorem for Gibbs measures
on path spaces including long range and
singular interactions and homogenization
of the stochastic heat equation . . . . 2028--2062
Tyler Helmuth and
Will Perkins and
Samantha Petti Correlation decay for hard spheres via
Markov chains . . . . . . . . . . . . . 2063--2082
Shankar Bhamidi and
Amarjit Budhiraja and
Miheer Dewaskar Near equilibrium fluctuations for
supermarket models with growing choices 2083--2138
Paul Hager and
Eyal Neuman The multiplicative chaos of $ H = 0 $
fractional Brownian fields . . . . . . . 2139--2179
Sayan Banerjee and
Shankar Bhamidi Root finding algorithms and persistence
of Jordan centrality in growing random
trees . . . . . . . . . . . . . . . . . 2180--2210
Noah Forman and
Douglas Rizzolo and
Quan Shi and
Matthias Winkel A two-parameter family of measure-valued
diffusions with Poisson--Dirichlet
stationary distributions . . . . . . . . 2211--2253
Vassili N. Kolokoltsov Quantum mean-field games . . . . . . . . 2254--2288
Pierre Cardaliaguet and
Panagiotis E. Souganidis On first order mean field game systems
with a common noise . . . . . . . . . . 2289--2326
Souvik Dhara and
Subhabrata Sen Large deviation for uniform graphs with
given degrees . . . . . . . . . . . . . 2327--2353
Lijun Bo and
Huafu Liao and
Xiang Yu Risk-sensitive credit portfolio
optimization under partial information
and contagion risk . . . . . . . . . . . 2355--2399
Ellen Baake and
Fernando Cordero and
Sebastian Hummel Lines of descent in the deterministic
mutation-selection model with pairwise
interaction . . . . . . . . . . . . . . 2400--2447
Nicolas Broutin and
Thomas Duquesne and
Minmin Wang Limits of multiplicative inhomogeneous
random graphs and Lévy trees: The
continuum graphs . . . . . . . . . . . . 2448--2503
Louigi Addario-Berry and
Jessica Lin and
Thomas Tendron Barycentric Brownian bees . . . . . . . 2504--2539
Hong-Bin Chen Hamilton--Jacobi equations for
nonsymmetric matrix inference . . . . . 2540--2567
Franco Flandoli and
Martina Hofmanová and
Dejun Luo and
Torstein Nilssen Global well-posedness of the $3$D
Navier--Stokes equations perturbed by a
deterministic vector field . . . . . . . 2568--2586
Sayan Banerjee and
Amarjit Budhiraja and
Amber L. Puha Heavy traffic scaling limits for
shortest remaining processing time
queues with heavy tailed processing time
distributions . . . . . . . . . . . . . 2587--2651
Philip A. Ernst and
Goran Peskir Quickest real-time detection of a
Brownian coordinate drift . . . . . . . 2652--2670
Andrea Collevecchio and
Tuan-Minh Nguyen and
Stanislav Volkov Vertex-reinforced jump process on the
integers with nonlinear reinforcement 2671--2705
Nicholas Crawford and
Ron Rosenthal Eigenvector correlations in the complex
Ginibre ensemble . . . . . . . . . . . . 2706--2754
Chenlin Gu An efficient algorithm for solving
elliptic problems on percolation
clusters . . . . . . . . . . . . . . . . 2755--2810
Krzysztof Burdzy and
Bartosz Ko\lodziejek and
Tvrtko Tadi\'c Stochastic fixed-point equation and
local dependence measure . . . . . . . . 2811--2840
Ivailo Hartarsky and
Fabio Martinelli and
Cristina Toninelli Coalescing and branching simple
symmetric exclusion process . . . . . . 2841--2859
Nikolaos Fountoulakis and
Tejas Iyer and
Cécile Mailler and
Henning Sulzbach Dynamical models for random simplicial
complexes . . . . . . . . . . . . . . . 2860--2913
Yu-Ting Chen Convergences of the rescaled Whittaker
stochastic differential equations and
independent sums . . . . . . . . . . . . 2914--2966
Zhou Fan and
Iain M. Johnstone Tracy-Widom at each edge of real
covariance and MANOVA estimators . . . . 2967--3003
Chengkun Guo and
Si Tang and
Ningxi Wei On the minimal drift for recurrence in
the frog model on $d$-ary trees . . . . 3004--3026
Michel Pain and
Delphin Sénizergues Correction terms for the height of
weighted recursive trees . . . . . . . . 3027--3059
Sayan Banerjee and
Mariana Olvera-Cravioto PageRank asymptotics on directed
preferential attachment networks . . . . 3060--3084
Raphaël Lachi\`eze-Rey and
Giovanni Peccati and
Xiaochuan Yang Quantitative two-scale stabilization on
the Poisson space . . . . . . . . . . . 3085--3145
Daniel Bartl and
Shahar Mendelson On Monte-Carlo methods in convex
stochastic optimization . . . . . . . . 3146--3198
Yuri Bakhtin and
Hong-Bin Chen and
Zsolt Pajor-Gyulai Erratum: Malliavin calculus approach to
long exit times from an unstable
equilibrium . . . . . . . . . . . . . . 3199--3200
Nina Holden and
Russell Lyons Erratum to Lower bounds for trace
reconstruction . . . . . . . . . . . . . 3201--3203
Christian Noack and
Philippe Sosoe Central moments of the free energy of
the stationary O'Connell--Yor polymer 3205--3228
Katharina Eichinger and
Manuel V. Gnann and
Christian Kuehn Multiscale analysis for traveling-pulse
solutions to the stochastic
FitzHugh--Nagumo equations . . . . . . . 3229--3282
Chaman Kumar and
Neelima and
Christoph Reisinger and
Wolfgang Stockinger Well-posedness and tamed schemes for
McKean--Vlasov equations with common
noise . . . . . . . . . . . . . . . . . 3283--3330
Noam Berger and
Eviatar B. Procaccia and
Amanda Turner Growth of stationary Hastings--Levitov 3331--3360
Joris Bierkens and
Kengo Kamatani and
Gareth O. Roberts High-dimensional scaling limits of
piecewise deterministic sampling
algorithms . . . . . . . . . . . . . . . 3361--3407
Hubert Lacoin and
Shangjie Yang Metastability for expanding bubbles on a
sticky substrate . . . . . . . . . . . . 3408--3449
Jianfeng Yao and
Wangjun Yuan On eigenvalue distributions of large
autocovariance matrices . . . . . . . . 3450--3491
Luis Escauriaza and
Daniel C. Schwarz and
Hao Xing Radner equilibrium and systems of
quadratic BSDEs with discontinuous
generators . . . . . . . . . . . . . . . 3492--3536
Pascal Maillard and
Elliot Paquette Interval fragmentations with choice:
Equidistribution and the evolution of
tagged fragments . . . . . . . . . . . . 3537--3571
Michael Monoyios Duality for optimal consumption under no
unbounded profit with bounded risk . . . 3572--3613
Alexey Bufetov and
Patrik L. Ferrari Shock fluctuations in TASEP under a
variety of time scalings . . . . . . . . 3614--3644
Rongjuan Fang and
Zenghu Li Construction of continuous-state
branching processes in varying
environments . . . . . . . . . . . . . . 3645--3673
Luciano Campi and
Tiziano De Angelis and
Maddalena Ghio and
Giulia Livieri Mean-field games of finite-fuel capacity
expansion with singular controls . . . . 3674--3717
Amin Coja-Oghlan and
Noela Müller and
Jean B. Ravelomanana Belief propagation on the random $k$-SAT
model . . . . . . . . . . . . . . . . . 3718--3796
Matthew Junge and
Hanbaek Lyu The phase structure of asymmetric
ballistic annihilation . . . . . . . . . 3797--3816
S. Val\`ere Bitseki Penda and
Jean-François Delmas Central limit theorem for bifurcating
Markov chains under pointwise ergodic
conditions . . . . . . . . . . . . . . . 3817--3849
Virginie Ehrlacher and
Tony Leli\`evre and
Pierre Monmarché Adaptive force biasing algorithms: New
convergence results and tensor
approximations of the bias . . . . . . . 3850--3888
Daniel Kious and
Cécile Mailler and
Bruno Schapira Finding geodesics on graphs using
reinforcement learning . . . . . . . . . 3889--3929
Lucio Galeati and
Fabian A. Harang Regularization of multiplicative SDEs
through additive noise . . . . . . . . . 3930--3963
Xue-Mei Li and
Julian Sieber Slow-fast systems with fractional
environment and dynamics . . . . . . . . 3964--4003
Luis Fredes and
Amitai Linker and
Daniel Remenik Coexistence for a population model with
forest fire epidemics . . . . . . . . . 4004--4037
Vishesh Jain and
Natesh S. Pillai and
Ashwin Sah and
Mehtaab Sawhney and
Aaron Smith Fast and memory-optimal dimension
reduction using Kac's walk . . . . . . . 4038--4064
René Carmona and
Mathieu Lauri\`ere Convergence analysis of machine learning
algorithms for the numerical solution of
mean field control and games: II-the
finite horizon case . . . . . . . . . . 4065--4105
Ari Arapostathis and
Anup Biswas Risk-sensitive control for a class of
diffusions with jumps . . . . . . . . . 4106--4142
Oumaima Bencheikh and
Benjamin Jourdain Weak and strong error analysis for
mean-field rank-based particle
approximations of one-dimensional
viscous scalar conservation laws . . . . 4143--4185
Jeremy Thane Clark Continuum models of directed polymers on
disordered diamond fractals in the
critical case . . . . . . . . . . . . . 4186--4250
Carl Mueller and
Eyal Neuman Scaling properties of a moving polymer 4251--4278
Sem Borst and
Frank den Hollander and
Francesca Romana Nardi and
Siamak Taati Crossover times in bipartite networks
with activity constraints and
time-varying switching rates . . . . . . 4279--4314
Zhigang Bao and
Yukun He On Cramér--von Mises statistic for the
spectral distribution of random matrices 4315--4355
Joost Jorritsma and
Júlia Komjáthy Distance evolutions in growing
preferential attachment graphs . . . . . 4356--4397
Jacopo Borga and
Benedetta Cavalli Quenched law of large numbers and
quenched central limit theorem for
multiplayer leagues with ergodic
strengths . . . . . . . . . . . . . . . 4398--4425
Filippo Disanto and
Michael Fuchs and
Ariel R. Paningbatan and
Noah A. Rosenberg The distributions under two species-tree
models of the number of root ancestral
configurations for matching gene trees
and species trees . . . . . . . . . . . 4426--4458
Thomas Finn and
Alexandre Stauffer Coexistence in competing first passage
percolation with conversion . . . . . . 4459--4480
Laure Dumaz and
Cyril Labbé The stochastic Airy operator at large
temperature . . . . . . . . . . . . . . 4481--4534
Anne-Laure Basdevant and
Jean-Baptiste Gouéré and
Marie Théret First-order behavior of the time
constant in Bernoulli first-passage
percolation . . . . . . . . . . . . . . 4535--4567
Ulrich Horst and
Wei Xu The microstructure of stochastic
volatility models with self-exciting
jump dynamics . . . . . . . . . . . . . 4568--4610
Andrey Piatnitski and
Sergey Pirogov and
Elena Zhizhina Large deviations for Markov jump
processes in periodic and locally
periodic environments . . . . . . . . . 4611--4641
Tom Alberts and
Raoul Normand Dimension results for the spectral
measure of the circular $ \beta $
ensembles . . . . . . . . . . . . . . . 4642--4680
Max Hill and
Brandon Legried and
Sebastien Roch Species tree estimation under joint
modeling of coalescence and duplication:
Sample complexity of quartet methods . . 4681--4705
Takashi Owada Convergence of persistence diagram in
the sparse regime . . . . . . . . . . . 4706--4736
Cosme Louart and
Romain Couillet A concentration of measure and random
matrix approach to large-dimensional
robust statistics . . . . . . . . . . . 4737--4762
Yanqing Yin and
Yanyuan Ma Properties of eigenvalues and
eigenvectors of large-dimensional sample
correlation matrices . . . . . . . . . . 4763--4802
Yue Hu and
Jing Dong and
Ohad Perry Asymptotic optimality of the
binomial-exhaustive policy for polling
systems with large switchover times . . 4803--4848
Nicholas Georgiou and
Andrew R. Wade Deposition, diffusion, and nucleation on
an interval . . . . . . . . . . . . . . 4849--4892
Wai-Tong Louis Fan and
Brandon Legried and
Sebastien Roch An impossibility result for phylogeny
reconstruction from $k$-mer counts . . . 4893--4913
Luke Miller and
Helmut H. Pitters Large-scale behaviour and hydrodynamic
limit of beta coalescents . . . . . . . 1--27
Lukas Gonon and
Lyudmila Grigoryeva and
Juan-Pablo Ortega Approximation bounds for random neural
networks and reservoir systems . . . . . 28--69
Feng-Yu Wang Convergence in Wasserstein distance for
empirical measures of semilinear SPDEs 70--84
Arvind Ayyer and
Shubham Sinha The size of $t$-cores and hook lengths
of random cells in random partitions . . 85--106
Janko Gravner and
Brett Kolesnik Transitive closure in a polluted
environment . . . . . . . . . . . . . . 107--126
Michael Bär and
Jetlir Duraj and
Vitali Wachtel Invariance principles for integrated
random walks conditioned to stay
positive . . . . . . . . . . . . . . . . 127--160
Gerold Alsmeyer and
Sara Brofferio and
Dariusz Buraczewski Asymptotically linear iterated function
systems on the real line . . . . . . . . 161--199
Claudio Landim and
Carlos G. Pacheco and
Sunder Sethuraman and
Jianfei Xue On a nonlinear SPDE derived from a
hydrodynamic limit in a Sinai-type
random environment . . . . . . . . . . . 200--237
Christian Bayer and
Paul P. Hager and
Sebastian Riedel and
John Schoenmakers Optimal stopping with signatures . . . . 238--273
Vadim Kaushansky and
Christoph Reisinger and
Mykhaylo Shkolnikov and
Zhuo Qun Song Convergence of a time-stepping scheme to
the free boundary in the supercooled
Stefan problem . . . . . . . . . . . . . 274--298
Jasmine Foo and
Einar Bjarki Gunnarsson and
Kevin Leder and
Kathleen Storey Spread of premalignant mutant clones and
cancer initiation in multilayered tissue 299--343
Tobias Lehmann Darwinian evolution as Brownian motion
on the simplex: a geometric perspective
on stochastic replicator dynamics . . . 344--375
Sayan Banerjee and
Brendan Brown Dimension-free local convergence and
perturbations for reflected Brownian
motions . . . . . . . . . . . . . . . . 376--416
Cédric Bernardin and
Raphaël Chetrite and
Reda Chhaibi and
Joseph Najnudel and
Clément Pellegrini Spiking and collapsing in large noise
limits of SDEs . . . . . . . . . . . . . 417--446
Giorgio Cipolloni and
László Erd\Hos and
Dominik Schröder Functional central limit theorems for
Wigner matrices . . . . . . . . . . . . 447--489
Roberto Viveros Directed polymer for very heavy tailed
random walks . . . . . . . . . . . . . . 490--506
Matthias Schulte and
J. E. Yukich Rates of multivariate normal
approximation for statistics in
geometric probability . . . . . . . . . 507--548
Gaultier Lambert and
Elliot Paquette Strong approximation of Gaussian $ \beta
$ ensemble characteristic polynomials:
The hyperbolic regime . . . . . . . . . 549--612
Nicolas Tremblay and
Simon Barthelmé and
Konstantin Usevich and
Pierre-Olivier Amblard Extended $L$-ensembles: a new
representation for determinantal point
processes . . . . . . . . . . . . . . . 613--640
Sam Olesker-Taylor Cutoff for rewiring dynamics on perfect
matchings . . . . . . . . . . . . . . . 641--676
Kevin Schnelli and
Yuanyuan Xu Convergence rate to the Tracy--Widom
laws for the largest eigenvalue of
sample covariance matrices . . . . . . . 677--725
Gilles Pag\`es and
Fabien Panloup Unadjusted Langevin algorithm with
multiplicative noise: Total variation
and Wasserstein bounds . . . . . . . . . 726--779
Nhu Nguyen and
George Yin Stochastic approximation with
discontinuous dynamics, differential
inclusions, and applications . . . . . . 780--823
Louis H. Y. Chen and
Lê V\uan Th\`anh Optimal bounds in normal approximation
for many interacting worlds . . . . . . 625--642
Daniel Lacker and
Kavita Ramanan and
Ruoyu Wu Local weak convergence for sparse
networks of interacting processes . . . 643--688
Jinniao Qiu and
Jing Zhang Stochastic differential games with
random coefficients and stochastic
Hamilton--Jacobi--Bellman--Isaacs
equations . . . . . . . . . . . . . . . 689--730
Sergey Foss and
Takis Konstantopoulos and
Artem Pyatkin Probabilistic and analytical properties
of the last passage percolation constant
in a weighted random directed graph . . 731--753
Matthew Rosenzweig and
Sylvia Serfaty Global-in-time mean-field convergence
for singular Riesz-type diffusive flows 754--798
Yeganeh Alimohammadi and
Persi Diaconis and
Mohammad Roghani and
Amin Saberi Sequential importance sampling for
estimating expectations over the space
of perfect matchings . . . . . . . . . . 799--833
Julien Claisse and
Zhenjie Ren and
Xiaolu Tan Mean field games with branching . . . . 834--875
Micha\l Przykucki and
Alexander Roberts and
Alex Scott Parking on the integers . . . . . . . . 876--901
Thomas Müller-Gronbach and
Larisa Yaroslavtseva Sharp lower error bounds for strong
approximation of SDEs with discontinuous
drift coefficient by coupling of noise 902--935
Matteo Quattropani and
Federico Sau Mixing of the averaging process and its
discrete dual on finite-dimensional
geometries . . . . . . . . . . . . . . . 936--971
Nina Gantert and
Evita Nestoridi and
Dominik Schmid Mixing times for the simple exclusion
process with open boundaries . . . . . . 972--1012
Ion Grama and
Quansheng Liu and
Erwan Pin A Kesten-Stigum type theorem for a
supercritical multitype branching
process in a random environment . . . . 1013--1051
Maxime Breden and
Maximilian Engel Computer-assisted proof of shear-induced
chaos in stochastically perturbed Hopf
systems . . . . . . . . . . . . . . . . 1052--1094
Florent Benaych-Georges and
Jean-Philippe Bouchaud and
Marc Potters Optimal cleaning for singular values of
cross-covariance matrices . . . . . . . 1095--1126
Pierre Del Moral and
Emma Horton A theoretical analysis of
one-dimensional discrete generation
ensemble Kalman particle filters . . . . 1127--1172
Paul Dario Convergence to the thermodynamic limit
for random-field random surfaces . . . . 1173--1195
Camilo Hernández and
Dylan Possama\"\i Me, myself and I: a general theory of
non-Markovian time-inconsistent
stochastic control for sophisticated
agents . . . . . . . . . . . . . . . . . 1196--1258
Jun Yang and
Jeffrey S. Rosenthal Complexity results for MCMC derived from
quantitative bounds . . . . . . . . . . 1259--1300
Jonathan Hermon and
Justin Salez Modified log-Sobolev inequalities for
strong-Rayleigh measures . . . . . . . . 1301--1314
Yujin H. Kim and
Eyal Lubetzky and
Ofer Zeitouni The maximum of branching Brownian motion
in . . . . . . . . . . . . . . . . . . . 1315--1368
Sören Christensen and
Claudia Strauch Nonparametric learning for impulse
control problems-Exploration vs.
exploitation . . . . . . . . . . . . . . 1369--1387
Christa Cuchiero and
Stefan Rigger and
Sara Svaluto-Ferro Propagation of minimality in the
supercooled Stefan problem . . . . . . . 1388--1418
Peng Chen and
Qi-Man Shao and
Lihu Xu A probability approximation framework:
Markov process approach . . . . . . . . 1419--1459
Anonymous Table of Contents . . . . . . . . . . . ??
Anonymous Editorial Board . . . . . . . . . . . . ??
Jukka Isohätälä and
William B. Haskell A dynamic analytic method for risk-aware
controlled martingale problems . . . . . 1661--1700
Michael Damron and
Jack Hanson and
Wai-Kit Lam Universality of the time constant for 2D
critical first-passage percolation . . . 1701--1731
Hong Quan Tran The mean-field zero-range process with
unbounded monotone rates: Mixing time,
cutoff, and Poincaré constant . . . . . . 1732--1757
Daniel Heydecker Large deviations of Kac's conservative
particle system and energy nonconserving
solutions to the Boltzmann equation: a
counterexample to the predicted rate
function . . . . . . . . . . . . . . . . 1758--1826
Bamdad Hosseini and
James E. Johndrow Spectral gaps and error estimates for
infinite-dimensional
Metropolis--Hastings with non-Gaussian
priors . . . . . . . . . . . . . . . . . 1827--1873
Sjoerd Dirksen and
Shahar Mendelson Robust one-bit compressed sensing with
partial circulant matrices . . . . . . . 1874--1903
Benedict Leimkuhler and
Akash Sharma and
Michael V. Tretyakov Simplest random walk for approximating
Robin boundary value problems and
ergodic limits of reflected diffusions 1904--1960
Nabarun Deb and
Sumit Mukherjee Fluctuations in mean-field Ising models 1961--2003
Rainer Buckdahn and
Juan Li and
Jin Ma A general conditional McKean--Vlasov
stochastic differential equation . . . . 2004--2023
Christina Goldschmidt and
Robin Stephenson The scaling limit of a critical random
directed graph . . . . . . . . . . . . . 2024--2065
Shuchen Guo and
Dejun Luo Scaling limit of moderately interacting
particle systems with singular
interaction and environmental noise . . 2066--2102
Clément Cosco and
Shuta Nakajima A variational formula for large
deviations in first-passage percolation
under tail estimates . . . . . . . . . . 2103--2135
Patric Bonnier and
Chong Liu and
Harald Oberhauser Adapted topologies and higher rank
signatures . . . . . . . . . . . . . . . 2136--2175
Emmanuelle Clément Hellinger and total variation distance
in approximating Lévy driven SDEs . . . . 2176--2209
Rodrigo Bazaes and
Chiranjib Mukherjee and
Alejandro F. Ramírez and
Santiago Saglietti Quenched and averaged large deviations
for random walks in random environments:
The impact of disorder . . . . . . . . . 2210--2246
Nicolas Chenavier and
David Coupier and
Arnaud Rousselle The bi-dimensional Directed IDLA forest 2247--2290
Konstantinos Dareiotis and
Máté Gerencsér and
Khoa Lê Quantifying a convergence theorem of
Gyöngy and Krylov . . . . . . . . . . . . 2291--2323
Giuseppe Genovese Minimax formula for the replica
symmetric free energy of deep restricted
Boltzmann machines . . . . . . . . . . . 2324--2341
Jirí Cerný and
Alexander Drewitz and
Lars Schmitz (Un-)bounded transition fronts for the
parabolic Anderson model and the
randomized F-KPP equation . . . . . . . 2342--2373
Victor Chernozhukov and
Denis Chetverikov and
Yuta Koike Nearly optimal central limit theorem and
bootstrap approximations in high
dimensions . . . . . . . . . . . . . . . 2374--2425
Aleksander Klimek and
Tommaso Cornelis Rosati The spatial $ \Lambda $-Fleming--Viot
process in a random environment . . . . 2426--2492
Anonymous Table of Contents . . . . . . . . . . . ??
Anonymous Editorial Board . . . . . . . . . . . . ??
Boualem Djehiche and
Romuald Elie and
Said Hamad\`ene Mean-field reflected backward stochastic
differential equations . . . . . . . . . 2493--2518
Yihong Wu and
Jiaming Xu and
Sophie H. Yu Testing correlation of unlabeled random
graphs . . . . . . . . . . . . . . . . . 2519--2558
Benjamin Fehrman Large-scale regularity in stochastic
homogenization with divergence-free
drift . . . . . . . . . . . . . . . . . 2559--2599
Hao Shen and
Rongchan Zhu and
Xiangchan Zhu An SPDE approach to perturbation theory
of $ \Phi_2^4 $: Asymptoticity and short
distance behavior . . . . . . . . . . . 2600--2642
Jiaze Qiu and
Subhabrata Sen The TAP free energy for high-dimensional
linear regression . . . . . . . . . . . 2643--2680
Daniel Lacker and
Luc Le Flem Closed-loop convergence for mean field
games with common noise . . . . . . . . 2681--2733
Yong Chen and
Jinqiao Duan and
Hongjun Gao Well-posedness and wave-breaking for the
stochastic rotation-two-component
Camassa--Holm system . . . . . . . . . . 2734--2785
Xinwei Feng and
Ying Hu and
Jianhui Huang A unified approach to
linear-quadratic-Gaussian mean-field
team: Homogeneity, heterogeneity and
quasi-exchangeability . . . . . . . . . 2786--2823
Mao Fabrice Djete Mean field games of controls: On the
convergence of Nash equilibria . . . . . 2824--2862
Andrea Cosso and
Fausto Gozzi and
Idris Kharroubi and
Huyên Pham and
Mauro Rosestolato Optimal control of path-dependent
McKean--Vlasov SDEs in
infinite-dimension . . . . . . . . . . . 2863--2918
Sayan Banerjee and
Shankar Bhamidi and
Iain Carmichael Fluctuation bounds for continuous time
branching processes and evolution of
growing trees with a change point . . . 2919--2980
Xiucai Ding and
Hong Chang Ji Local laws for multiplication of random
matrices . . . . . . . . . . . . . . . . 2981--3009
Florian Henning and
Christof Külske Existence of gradient Gibbs measures on
regular trees which are not translation
invariant . . . . . . . . . . . . . . . 3010--3038
Andrei Caragea and
Philipp Petersen and
Felix Voigtlaender Neural network approximation and
estimation of classifiers with
classification boundary in a Barron
class . . . . . . . . . . . . . . . . . 3039--3079
Jason Bello and
David J. Sivakoff Cyclic cellular automata and
Greenberg--Hastings models on regular
trees . . . . . . . . . . . . . . . . . 3080--3097
László Erd\Hos and
Torben Krüger and
David Renfrew Randomly coupled differential equations
with elliptic correlations . . . . . . . 3098--3144
Marcelo R. Hilário and
Marcos Sá and
Remy Sanchis and
Augusto Teixeira Phase transition for percolation on a
randomly stretched square lattice . . . 3145--3168
Eveliina Peltola and
Hao Wu Crossing probabilities of multiple Ising
interfaces . . . . . . . . . . . . . . . 3169--3206
Adrian Röllin and
Zhuo-Song Zhang Dense multigraphon-valued stochastic
processes and edge-changing dynamics in
the configuration model . . . . . . . . 3207--3239
Christophe Charlier and
Philippe Moreillon On the generating function of the
Pearcey process . . . . . . . . . . . . 3240--3277
Peter Braunsteins and
Frank den Hollander and
Michel Mandjes A sample-path large deviation principle
for dynamic Erd\Hos--Rényi random graphs 3278--3320
Anonymous Table of Contents . . . . . . . . . . . ??
Anonymous Editorial Board . . . . . . . . . . . . ??
Jean-René Chazottes and
Sandro Gallo and
Daniel Y. Takahashi Gaussian concentration bounds for
stochastic chains of unbounded memory 3321--3350
Aurélien Alfonsi and
Vlad Bally Construction of Boltzmann and
McKean--Vlasov type flows (the sewing
lemma approach) . . . . . . . . . . . . 3351--3386
Matthis Lehmkuehler The trunks of CLE(4) explorations . . . 3387--3417
Çagin Ararat and
Jin Ma and
Wenqian Wu Set-valued backward stochastic
differential equations . . . . . . . . . 3418--3448
Miko\laj J. Kasprzak and
Giovanni Peccati Vector-valued statistics of binomial
processes: Berry--Esseen bounds in the
convex distance . . . . . . . . . . . . 3449--3492
Assaf Shapira Hydrodynamic limit for the Kob--Andersen
model . . . . . . . . . . . . . . . . . 3493--3519
Jonathan Hermon and
Sam Olesker-Taylor Geometry of random Cayley graphs of
Abelian groups . . . . . . . . . . . . . 3520--3562
Xavier Erny and
Eva Löcherbach and
Dasha Loukianova Strong error bounds for the convergence
to its mean field limit for systems of
interacting neurons in a diffusive
scaling . . . . . . . . . . . . . . . . 3563--3586
Erhan Bayraktar and
Suman Chakraborty and
Ruoyu Wu Graphon mean field systems . . . . . . . 3587--3619
Alexis Anagnostakis and
Antoine Lejay and
Denis Villemonais General diffusion processes as limit of
time-space Markov chains . . . . . . . . 3620--3651
Deng Zhang Stochastic nonlinear Schrödinger
equations in the defocusing mass and
energy critical cases . . . . . . . . . 3652--3705
Lea Popovic and
Amandine Véber A spatial measure-valued model for
chemical reaction networks in
heterogeneous systems . . . . . . . . . 3706--3754
Igor Kortchemski and
Cyril Marzouk Large deviation local limit theorems and
limits of biconditioned planar maps . . 3755--3802
Erhan Bayraktar and
Shuoqing Deng and
Dominykas Norgilas A potential-based construction of the
increasing supermartingale coupling . . 3803--3834
A. D. Barbour and
Nathan Ross and
Guangqu Zheng Stein's method, Gaussian processes and
Palm measures, with applications to
queueing . . . . . . . . . . . . . . . . 3835--3871
Yaozhong Hu and
Michael A. Kouritzin and
Panqiu Xia and
Jiayu Zheng On mean-field super-Brownian motions . . 3872--3915
Reza Gheissari and
Alistair Sinclair Low-temperature Ising dynamics with
random initializations . . . . . . . . . 3916--3957
Efe Onaran and
Omer Bobrowski and
Robert J. Adler Functional central limit theorems for
local statistics of spatial birth-death
processes in the thermodynamic regime 3958--3986
Renato Paes Leme and
Jon Schneider Multiparameter Bernoulli factories . . . 3987--4007
Christian Hirsch and
Takashi Owada Large deviation principle for geometric
and topological functionals and
associated point processes . . . . . . . 4008--4043
David A. Croydon and
Ryoki Fukushima and
Stefan Junk Anomalous scaling regime for
one-dimensional Mott variable-range
hopping . . . . . . . . . . . . . . . . 4044--4090
Günter Last and
Moritz Otto Disagreement coupling of Gibbs processes
with an application to Poisson
approximation . . . . . . . . . . . . . 4091--4126
Anastasiya Tanana Utility maximization with ratchet and
drawdown constraints on consumption in
incomplete semimartingale markets . . . 4127--4162
Anonymous Table of Contents . . . . . . . . . . . ??
Anonymous Editorial Board . . . . . . . . . . . . ??
Milton Jara and
Claudio Landim The stochastic heat equation as the
limit of a stirring dynamics perturbed
by a voter model . . . . . . . . . . . . ??
Samuel G. G. Johnston and
Andreas Kyprianou and
Tim Rogers Multitype $ \Lambda $-coalescents . . . ??
Shreya Bose and
Ibrahim Ekren Kyle-Back models with risk aversion and
non-Gaussian beliefs . . . . . . . . . . ??
Qiyang Han and
Tiefeng Jiang and
Yandi Shen Contiguity under high-dimensional
Gaussianity with applications to
covariance testing . . . . . . . . . . . ??
James Melbourne and
Gerardo Palafox-Castillo A discrete complement of Lyapunov's
inequality and its information theoretic
consequences . . . . . . . . . . . . . . ??
Thomas M. Liggett and
Wenpin Tang One-dependent colorings of the star
graph . . . . . . . . . . . . . . . . . ??
Pantelis P. Analytis and
Alexandros Gelastopoulos and
Hrvoje Stojic Ranking-based rich-get-richer processes ??
Julie Delon and
Nathael Gozlan and
Alexandre Saint Dizier Generalized Wasserstein barycenters
between probability measures living on
different subspaces . . . . . . . . . . ??
Pierre Del Moral and
Emma Horton and
Ajay Jasra On the stability of positive semigroups ??
Yating Liu and
Gilles Pag\`es Functional convex order for the scaled
McKean--Vlasov processes . . . . . . . . ??
Airam Blancas and
Stephan Gufler and
Sandra Kliem and
Viet Chi Tran and
Anton Wakolbinger Evolving genealogies for branching
populations under selection and
competition . . . . . . . . . . . . . . ??
Benedikt Jahnel and
Jonas Köppl Dynamical Gibbs variational principles
for irreversible interacting particle
systems with applications to attractor
properties . . . . . . . . . . . . . . . ??
Giovanni Conforti Coupling by reflection for controlled
diffusion processes: Turnpike property
and large time behavior of
Hamilton--Jacobi--Bellman equations . . ??
Johannes Wiesel Continuity of the martingale optimal
transport problem on the real line . . . ??
G. Vasdekis and
G. O. Roberts Speed up Zig-Zag . . . . . . . . . . . . ??
Song-Hao Liu and
Zhuo-Song Zhang Cramér-type moderate deviations under
local dependence . . . . . . . . . . . . ??
Boris Hanin Random neural networks in the infinite
width limit as Gaussian processes . . . ??
Samuel G. G. Johnston and
Amaury Lambert The coalescent structure of uniform and
Poisson samples from multitype branching
processes . . . . . . . . . . . . . . . ??
Joseph Lehec The Langevin Monte Carlo algorithm in
the non-smooth log-concave case . . . . ??
Grégoire Véchambre Combinatorics of ancestral lines for a
Wright--Fisher diffusion with selection
in a Lévy environment . . . . . . . . . . ??
Eduard Feireisl and
Mária Lukácová-Medvidová Convergence of a stochastic collocation
finite volume method for the
compressible Navier--Stokes system . . . ??
Tianyi Bai and
Yueyun Hu Convergence in law for the capacity of
the range of a critical branching random
walk . . . . . . . . . . . . . . . . . . ??
Anatolii A. Puhalskii and
Josh E. Reed Erratum to ``On many-server queues in
heavy traffic'' . . . . . . . . . . . . ??
Anonymous Table of Contents . . . . . . . . . . . ??
Anonymous Editorial Board . . . . . . . . . . . . ??
Antonio Blanca and
Reza Gheissari Sampling from Potts on random graphs of
unbounded degree via random-cluster
dynamics . . . . . . . . . . . . . . . . ??
Renjie Feng and
Gang Tian and
Dongyi Wei The Berry--Esseen theorem for circular $
\beta $-ensemble . . . . . . . . . . . . ??
Masaaki Fukasawa and
Takuto Ugai Limit distributions for the
discretization error of stochastic
Volterra equations with fractional
kernel . . . . . . . . . . . . . . . . . ??
Yiting Li Rigidity of eigenvalues for $ \beta $
ensemble in multi-cut regime . . . . . . ??
Paul Doukhan and
Michael H. Neumann and
Lionel Truquet Stationarity and ergodic properties for
some observation-driven models in random
environments . . . . . . . . . . . . . . ??
Zhigang Bao and
Yukun He Quantitative CLT for linear eigenvalue
statistics of Wigner matrices . . . . . ??
Jimmy He and
Andrea Ottolini Card guessing and the birthday problem
for sampling without replacement . . . . ??
Vincent Bansaye and
Chenlin Gu and
Linglong Yuan A growth-fragmentation-isolation process
on random recursive trees and contact
tracing . . . . . . . . . . . . . . . . ??
Nathan Glatt-Holtz and
Justin Krometis and
Cecilia Mondaini On the accept-reject mechanism for
Metropolis--Hastings algorithms . . . . ??
René Carmona and
Mathieu Lauri\`ere and
Zongjun Tan Model-free mean-field reinforcement
learning: Mean-field MDP and mean-field
$Q$-learning . . . . . . . . . . . . . . ??
Mathias Beiglböck and
Benjamin Jourdain and
William Margheriti and
Gudmund Pammer Stability of the weak martingale optimal
transport problem . . . . . . . . . . . ??
Leif Döring and
Lukas Trottner Stability of overshoots of Markov
additive processes . . . . . . . . . . . ??
Conrado da Costa and
Mikhail V. Menshikov and
Andrew R. Wade Stochastic billiards with Markovian
reflections in generalized parabolic
domains . . . . . . . . . . . . . . . . ??
David Gamarnik and
Eren C. Kizildag Algorithmic obstructions in the random
number partitioning problem . . . . . . ??
Jianjun Zhou Viscosity solutions to second order
path-dependent Hamilton--Jacobi--Bellman
equations and applications . . . . . . . ??
Xing Shi Cai and
Pietro Caputo and
Guillem Perarnau and
Matteo Quattropani Rankings in directed configuration
models with heavy tailed in-degrees . . ??
Carl Mueller and
Eyal Neuman The effective radius of self repelling
elastic manifolds . . . . . . . . . . . ??
Michele Coghi and
Torstein Nilssen and
Nikolas Nüsken and
Sebastian Reich Rough McKean--Vlasov dynamics for robust
ensemble Kalman filtering . . . . . . . ??
Gérard Ben Arous and
Daniel Zhengyu Huang and
Jiaoyang Huang Long random matrices and tensor
unfolding . . . . . . . . . . . . . . . ??
Bruno Bouchard and
Grégoire Loeper and
Xiaolu Tan Approximate viscosity solutions of
path-dependent PDEs and Dupire's
vertical differentiability . . . . . . . ??
Itai Gurvich Erratum: Diffusion models and
steady-state approximations for
exponentially ergodic Markovian queues ??
Anonymous Table of Contents . . . . . . . . . . . ??
Anonymous Editorial Board . . . . . . . . . . . . ??
Nabarun Deb and
Rajarshi Mukherjee and
Sumit Mukherjee and
Ming Yuan Detecting structured signals in Ising
models . . . . . . . . . . . . . . . . . ??
Lucas Flammant The directed spanning forest in the
hyperbolic space . . . . . . . . . . . . ??
Yuri Kifer Strong diffusion approximation in
averaging and value computation in
Dynkin's games . . . . . . . . . . . . . ??
Xiaolong Zhang and
Xicheng Zhang Cauchy problem of stochastic kinetic
equations . . . . . . . . . . . . . . . ??
Mohamed El Amine Seddik and
Maxime Guillaud and
Romain Couillet When random tensors meet random matrices ??
Geoffrey Wolfer and
Aryeh Kontorovich Improved estimation of relaxation time
in nonreversible Markov chains . . . . . ??
Matthias Birkner and
Iulia Dahmer and
Christina S. Diehl and
Götz Kersting The joint fluctuations of the lengths of
the $ {\rm Beta}(2 - \alpha, \alpha)
$-coalescents . . . . . . . . . . . . . ??
Martin Friesen and
Peng Jin Volterra square-root process:
Stationarity and regularity of the law ??
Joe Jackson On quasilinear parabolic systems and
FBSDEs of quadratic growth . . . . . . . ??
Hubert Lacoin and
Shangjie Yang Mixing time for the asymmetric simple
exclusion process in a random
environment . . . . . . . . . . . . . . ??
Hugo Lavenant and
Stephen Zhang and
Young-Heon Kim and
Geoffrey Schiebinger Toward a mathematical theory of
trajectory inference . . . . . . . . . . ??
George Deligiannidis and
Valentin de Bortoli and
Arnaud Doucet Quantitative uniform stability of the
iterative proportional fitting procedure ??
Guy Bresler and
Dheeraj Nagaraj and
Eshaan Nichani Metastable mixing of Markov chains:
Efficiently sampling low temperature
exponential random graphs . . . . . . . ??
Eustache Besançon and
Laure Coutin and
Laurent Decreusefond and
Pascal Moyal Diffusive limits of Lipschitz
functionals of Poisson measures . . . . ??
Thomas Cass and
Terry Lyons and
Xingcheng Xu Weighted signature kernels . . . . . . . ??
Patrik Ferrari and
Alessandra Occelli Time-time covariance for last passage
percolation in half-space . . . . . . . ??
Stephan Eckstein and
Gudmund Pammer Computational methods for adapted
optimal transport . . . . . . . . . . . ??
Ahmed Bou-Rabee A shape theorem for exploding sandpiles ??
Wen Sun Pathwise large deviations for the pure
jump $k$-nary interacting particle
systems . . . . . . . . . . . . . . . . ??
Ohad Noy Feldheim and
Ori Gurel-Gurevich and
Jiange Li Long-term balanced allocation via
thinning . . . . . . . . . . . . . . . . ??
Anonymous Table of Contents . . . . . . . . . . . ??
Anonymous Editorial Board . . . . . . . . . . . . ??
Amarjit Budhiraja and
Dane Johnson Simple form control policies for
resource sharing networks with HGI
performance . . . . . . . . . . . . . . ??
Erhan Bayraktar and
Song Yao Optimal stopping with expectation
constraints . . . . . . . . . . . . . . ??
Martin Brückerhoff and
Martin Huesmann Shadows and barriers . . . . . . . . . . ??
Tom Hutchcroft The critical two-point function for
long-range percolation on the
hierarchical lattice . . . . . . . . . . ??
Soumik Pal On the difference between entropic cost
and the optimal transport cost . . . . . ??
Rami Atar and
Eyal Castiel and
Martin I. Reiman Parallel server systems under an
extended heavy traffic condition: a
lower bound . . . . . . . . . . . . . . ??
Sebastian W. Ertel and
Wilhelm Stannat Analysis of the ensemble Kalman--Bucy
filter for correlated observation noise ??
Tudor Manole and
Jonathan Niles-Weed Sharp convergence rates for empirical
optimal transport with smooth costs . . ??
Evgeni Dimitrov and
Anushka Murthy One-point asymptotics for half-flat ASEP ??
Davar Khoshnevisan and
Kunwoo Kim and
Carl Mueller On the valleys of the stochastic heat
equation . . . . . . . . . . . . . . . . ??
Joseph Mathews and
Scott C. Schmidler Finite sample complexity of sequential
Monte Carlo estimators on multimodal
target distributions . . . . . . . . . . ??
Alexander Goldenshluger and
Royi Jacobovic Smoluchowski processes and nonparametric
estimation of functionals of particle
displacement distributions from count
data . . . . . . . . . . . . . . . . . . ??
Maria Emilia Caballero and
Adrián González Casanova and
José-Luis Pérez The relative frequency between two
continuous-state branching processes
with immigration and their genealogy . . ??
Qian Qin and
Guanyang Wang Spectral telescope: Convergence rate
bounds for random-scan Gibbs samplers
based on a hierarchical structure . . . ??
Shayan Hundrieser and
Marcel Klatt and
Axel Munk Limit distributions and sensitivity
analysis for empirical entropic optimal
transport on countable spaces . . . . . ??
Juan Kuntz and
Francesca R. Crucinio and
Adam M. Johansen The divide-and-conquer sequential Monte
Carlo algorithm: Theoretical properties
and limit theorems . . . . . . . . . . . ??
Clément Erignoux and
Marielle Simon and
Linjie Zhao Mapping hydrodynamics for the
facilitated exclusion and zero-range
processes . . . . . . . . . . . . . . . ??
Dmitry Kramkov and
Mihai S\^\irbu Backward martingale transport and
Fitzpatrick functions in
pseudo-Euclidean spaces . . . . . . . . ??
Erhan Bayraktar and
Gaoyue Guo and
Wenpin Tang and
Yuming Paul Zhang McKean--Vlasov equations involving
hitting times: Blow-ups and global
solvability . . . . . . . . . . . . . . ??
László Erd\Hos and
Benjamin McKenna Extremal statistics of quadratic forms
of GOE/GUE eigenvectors . . . . . . . . ??
Benjamin Jourdain and
Stéphane Menozzi Convergence rate of the Euler--Maruyama
scheme applied to diffusion processes
with . . . . . . . . . . . . . . . . . . ??
Anonymous Table of Contents . . . . . . . . . . . ??
Anonymous Editorial Board . . . . . . . . . . . . ??
Konstantin Izyurov and
Antti Kemppainen and
Petri Tuisku Energy correlations in the critical
Ising model on a torus . . . . . . . . . 1699--1729
Paul Gassiat and
Benjamin Seeger The Neumann problem for fully nonlinear
SPDE . . . . . . . . . . . . . . . . . . 1730--1788
Lorenzo Dello Schiavo and
Lorenzo Portinale and
Federico Sau Scaling limits of random walks, harmonic
profiles, and stationary nonequilibrium
states in Lipschitz domains . . . . . . 1789--1845
Sebastian Andres and
Alexis Prévost First passage percolation with
long-range correlations and applications
to random Schrödinger operators . . . . . 1846--1895
Zhichao Wang and
Yizhe Zhu Deformed semicircle law and
concentration of nonlinear random
matrices for ultra-wide neural networks 1896--1947
Bruno Ziliotto Mertens conjectures in absorbing games
with incomplete information . . . . . . 1948--1986
Alexander M. G. Cox and
Sigrid Källblad and
Martin Larsson and
Sara Svaluto-Ferro Controlled measure-valued martingales: a
viscosity solution approach . . . . . . 1987--2035
Andrii Arman and
Pu Gao and
Nicholas Wormald Linear-time uniform generation of random
sparse contingency tables with specified
marginals . . . . . . . . . . . . . . . 2036--2064
Xiao Fang and
Yuta Koike Large-dimensional central limit theorem
with fourth-moment error bounds on
convex sets and balls . . . . . . . . . 2065--2106
Michel Davydov Propagation of chaos and Poisson
hypothesis for replica mean-field models
of intensity-based neural networks . . . 2107--2135
Wei Hong and
Shanshan Hu and
Wei Liu McKean--Vlasov SDE and SPDE with locally
monotone coefficients . . . . . . . . . 2136--2189
Noga Alon and
Dor Elboim and
Allan Sly On a random model of forgetting . . . . 2190--2207
Fred Espen Benth and
Dennis Schroers and
Almut E. D. Veraart A feasible central limit theorem for
realised covariation of SPDEs in the
context of functional data . . . . . . . 2208--2242
Pierre Monmarché An entropic approach for Hamiltonian
Monte Carlo: The idealized case . . . . 2243--2293
John Peca-Medlin Distribution of the number of pivots
needed using Gaussian elimination with
partial pivoting on random matrices . . 2294--2325
Sani Biswas and
Chaman Kumar and
Neelima and
Gonçalo dos Reis and
Christoph Reisinger An explicit Milstein-type scheme for
interacting particle systems and
McKean--Vlasov SDEs with common noise
and non-differentiable drift
coefficients . . . . . . . . . . . . . . 2326--2363
Inwon C. Kim and
Young-Heon Kim The Stefan problem and free targets of
optimal Brownian martingale transport 2364--2414
Asaf Nachmias and
Pengfei Tang The wired minimal spanning forest on the
Poisson-weighted infinite tree . . . . . 2415--2446
Ziv Goldfeld and
Kengo Kato and
Sloan Nietert and
Gabriel Rioux Limit distribution theory for smooth
$p$-Wasserstein distances . . . . . . . 2447--2487
Yvain Bruned and
Usama Nadeem Convergence of space-discretised gKPZ
via regularity structures . . . . . . . 2488--2538
Anonymous Table of Contents . . . . . . . . . . . ??
Anonymous Editorial Board . . . . . . . . . . . . ??
Haoyu Wang Quantitative universality for the
largest eigenvalue of sample covariance
matrices . . . . . . . . . . . . . . . . 2539--2565
Constantinos Kardaras Stochastic integration with respect to
arbitrary collections of continuous
semimartingales and applications to
mathematical finance . . . . . . . . . . 2566--2599
Carsten H. Chong and
Marc Hoffmann and
Yanghui Liu and
Mathieu Rosenbaum and
Grégoire Szymanski Statistical inference for rough
volatility: Central limit theorems . . . 2600--2649
Wei Xu Diffusion approximations for
self-excited systems with applications
to general branching processes . . . . . 2650--2713
Brandon Legried and
Sebastien Roch Pairwise sequence alignment at
arbitrarily large evolutionary distance 2714--2732
Wei Xu Stochastic Volterra equations for the
local times of spectrally positive
stable processes . . . . . . . . . . . . 2733--2798
Luca Ganassali and
Marc Lelarge and
Laurent Massoulié Correlation detection in trees for
planted graph alignment . . . . . . . . 2799--2843
Alexander Drewitz and
Gioele Gallo and
Alexis Prévost Generating Galton--Watson trees using
random walks and percolation for the
Gaussian free field . . . . . . . . . . 2844--2884
Nicholas A. Cook and
Amir Dembo Typical structure of sparse exponential
random graph models . . . . . . . . . . 2885--2939
David Itkin and
Martin Larsson Open markets and hybrid Jacobi processes 2940--2985
Marek Biskup and
Andrew Krieger Arithmetic oscillations of the chemical
distance in long-range percolation on $
\mathbb {Z}^d $ . . . . . . . . . . . . 2986--3017
Rowel Gündlach and
Remco van der Hofstad Invasion percolation on power-law
branching processes . . . . . . . . . . 3018--3092
Ryan Cotsakis and
Elena Di Bernardino and
Céline Duval Surface area and volume of excursion
sets observed on point cloud based
polytopic tessellations . . . . . . . . 3093--3124
Adrien Prodhomme and
Edouard Strickler Large population asymptotics for a
multitype stochastic SIS epidemic model
in randomly switching environment . . . 3125--3180
Anna Kazeykina and
Zhenjie Ren and
Xiaolu Tan and
Junjian Yang Ergodicity of the underdamped mean-field
Langevin dynamics . . . . . . . . . . . 3181--3226
Arijit Chakrabarty and
Gennady Samorodnitsky Clustering of large deviations in moving
average processes: The short memory
regime . . . . . . . . . . . . . . . . . 3227--3250
Wilhelm Stannat and
Lukas Wessels Necessary and sufficient conditions for
optimal control of semilinear stochastic
partial differential equations . . . . . 3251--3287
Daniel Irving Bernstein and
Sean Dewar and
Steven J. Gortler and
Anthony Nixon and
Meera Sitharam and
Louis Theran Maximum likelihood thresholds via graph
rigidity . . . . . . . . . . . . . . . . 3288--3319
Mareike Hasenpflug and
Daniel Rudolf and
Björn Sprungk Wasserstein convergence rates of
increasingly concentrating probability
measures . . . . . . . . . . . . . . . . 3320--3347
Asher Roberts The multivariate rate of convergence for
Selberg's central limit theorem . . . . 3348--3369
Günter Last and
Mathew D. Penrose and
Sergei Zuyev Corrections: On the capacity functional
of the infinite cluster of a Boolean
model . . . . . . . . . . . . . . . . . 3370--3374
Anonymous Table of Contents . . . . . . . . . . . ??
Anonymous Editorial Board . . . . . . . . . . . . ??
Liping Li and
Wenjie Sun On a stiff problem in two-dimensional
space . . . . . . . . . . . . . . . . . 4193--4236
Mehdi Talbi and
Nizar Touzi and
Jianfeng Zhang From finite population optimal stopping
to mean field optimal stopping . . . . . 4237--4267
Antoine Hocquet and
Alexandra Neamtu Quasilinear rough evolution equations 4268--4309
Qian Qin Analysis of two-component Gibbs samplers
using the theory of two projections . . 4310--4341
Jean Jacod and
Huidi Lin and
Viktor Todorov Systematic jump risk . . . . . . . . . . 4342--4386
Denis Denisov and
Vitali Wachtel Harmonic measure in a multidimensional
gambler's problem . . . . . . . . . . . 4387--4407
Frank Ball and
David Sirl and
Pieter Trapman SIR epidemics in populations with large
sub-communities . . . . . . . . . . . . 4408--4454
Deven Sethi and
David Siska The modified MSA, a gradient flow and
convergence . . . . . . . . . . . . . . 4455--4492
Graeme Baker and
Mykhaylo Shkolnikov A singular two-phase Stefan problem and
particles interacting through their
hitting times . . . . . . . . . . . . . 4493--4512
Dirk Erhard and
Guilherme Reis Stochastic processes with competing
reinforcements . . . . . . . . . . . . . 4513--4553
Richard Pymar and
Nicolás Rivera Asymptotic behaviour of the noisy voter
model density process . . . . . . . . . 4554--4594
Nguyen Tran Thuan Approximation of stochastic integrals
with jumps via weighted BMO approach . . 4595--4634
Cyril Banderier and
Markus Kuba and
Michael Wallner Phase transitions of composition
schemes: Mittag-Leffler and mixed
Poisson distributions . . . . . . . . . 4635--4693
Noga Alon and
Benjamin Gunby and
Xiaoyu He and
Eran Shmaya and
Eilon Solan Identifying the deviator . . . . . . . . 4694--4708
Jianjun Zhou Viscosity solutions to second order
elliptic Hamilton--Jacobi--Bellman
equations with infinite delay . . . . . 4709--4757
Peter Imkeller and
Rhoss Likibi Pellat and
Olivier Menoukeu-Pamen Differentiability of quadratic
forward-backward SDEs with rough drift 4758--4798
Beatrice Acciaio and
Songyan Hou Convergence of adapted empirical
measures on $ \mathbb {R}^d $ . . . . . 4799--4835
Michael B. Giles and
Abdul-Lateef Haji-Ali Multilevel path branching for digital
options . . . . . . . . . . . . . . . . 4836--4862
Alessandra Bianchi and
Francesca Collet and
Elena Magnanini Limit theorems for exponential random
graphs . . . . . . . . . . . . . . . . . 4863--4898
Seonwoo Kim and
Federico Sau Spectral gap of the symmetric inclusion
process . . . . . . . . . . . . . . . . 4899--4920
David L. Donoho and
Alon Kipnis The impossibility region for detecting
sparse mixtures using the higher
criticism . . . . . . . . . . . . . . . 4921--4939
Luca Avena and
Federico Capannoli and
Rajat Subhra Hazra and
Matteo Quattropani Meeting, coalescence and consensus time
on random directed graphs . . . . . . . 4940--4997
Ivars Peterson Numbers at Random: Number theory
supplies a superior random-number
generator . . . . . . . . . . . . . . . 300--301
Shu Tezuka and
Pierre L'Ecuyer and
Raymond Couture On the lattice structure of the
add-with-carry and subtract-with-borrow
random number generators . . . . . . . . 315--331
Jürgen Eichenauer-Herrmann Pseudorandom Number Generation by
Nonlinear Methods . . . . . . . . . . . 247--255