Extreme Value Behavior in the Hopfield Model

JOURNAL ARTICLE published 1 February 2001 in The Annals of Applied Probability

Authors: Anton Bovier | David M. Mason

Positive correlations in the fuzzy Potts model

JOURNAL ARTICLE published 1 November 1999 in The Annals of Applied Probability

Authors: Olle Häggström

Extremes of stochastic volatility models

JOURNAL ARTICLE published 1 August 1998 in The Annals of Applied Probability

Authors: F. Jay Breidt | Richard A. Davis

Quantitative CLT for linear eigenvalue statistics of Wigner matrices

JOURNAL ARTICLE published 1 December 2023 in The Annals of Applied Probability

Authors: Zhigang Bao | Yukun He

Limit distributions for the discretization error of stochastic Volterra equations with fractional kernel

JOURNAL ARTICLE published 1 December 2023 in The Annals of Applied Probability

Authors: Masaaki Fukasawa | Takuto Ugai

A growth-fragmentation-isolation process on random recursive trees and contact tracing

JOURNAL ARTICLE published 1 December 2023 in The Annals of Applied Probability

Authors: Vincent Bansaye | Chenlin Gu | Linglong Yuan

Rough McKean–Vlasov dynamics for robust ensemble Kalman filtering

JOURNAL ARTICLE published 1 December 2023 in The Annals of Applied Probability

Authors: Michele Coghi | Torstein Nilssen | Nikolas Nüsken | Sebastian Reich

Compound Poisson approximation for counts of rare patterns in Markov chains and extreme sojourns in birth-death chains

JOURNAL ARTICLE published 1 May 2000 in The Annals of Applied Probability

Authors: Torkel Erhardsson

Stability of nonlinear filters in nonmixing case

JOURNAL ARTICLE published 1 November 2004 in The Annals of Applied Probability

Authors: Pavel Chigansky | Robert Liptser

A sequential Monte Carlo approach to computing tail probabilities in stochastic models

JOURNAL ARTICLE published 1 December 2011 in The Annals of Applied Probability

Authors: Hock Peng Chan | Tze Leung Lai

On stationarity of Lagrangian observations of passive tracer velocity in a compressible environment

JOURNAL ARTICLE published 1 November 2004 in The Annals of Applied Probability

Authors: Tomasz Komorowski | Grzegorz Krupa

Viscosity solutions of fully nonlinear elliptic path dependent partial differential equations

JOURNAL ARTICLE published 1 December 2016 in The Annals of Applied Probability

Authors: Zhenjie Ren

Forgetting of the initial distribution for nonergodic Hidden Markov Chains

JOURNAL ARTICLE published 1 October 2010 in The Annals of Applied Probability

Authors: Randal Douc | Elisabeth Gassiat | Benoit Landelle | Eric Moulines

A control problem with fuel constraint and Dawson–Watanabe superprocesses

JOURNAL ARTICLE published 1 December 2013 in The Annals of Applied Probability

Authors: Alexander Schied

Stochastic differential games with random coefficients and stochastic Hamilton–Jacobi–Bellman–Isaacs equations

JOURNAL ARTICLE published 1 April 2023 in The Annals of Applied Probability

Authors: Jinniao Qiu | Jing Zhang

A probability approximation framework: Markov process approach

JOURNAL ARTICLE published 1 April 2023 in The Annals of Applied Probability

Authors: Peng Chen | Qi-Man Shao | Lihu Xu

Mean field games with branching

JOURNAL ARTICLE published 1 April 2023 in The Annals of Applied Probability

Authors: Julien Claisse | Zhenjie Ren | Xiaolu Tan

A gambling system and a Markov chain

JOURNAL ARTICLE published 1 November 1996 in The Annals of Applied Probability

Authors: S. N. Ethier

Avoiding the origin: A finite-fuel stochastic control problem

JOURNAL ARTICLE published 1 November 2002 in The Annals of Applied Probability

Authors: Saul Jacka

Disordered pinning models and copolymers: Beyond annealed bounds

JOURNAL ARTICLE published 1 August 2008 in The Annals of Applied Probability

Authors: Fabio Lucio Toninelli