Papers to Appear in Subsequent Issues

When papers are accepted for publication, they will appear below. Any changes that are made during the production process will only appear in the final version. Papers listed here are not updated during the production process and are removed once an issue is published.

Exploration-exploitation trade-off for continuous-time episodic reinforcement learning with linear-convex models Lukasz Szpruch, Tanut Treetanthiploet, and Yufei Zhang
High-Dimensional Scaling Limits and Fluctuations of Online Least-Squares SGD With Smooth Covariance Krishnakumar Balasubramanian, Promit Ghosal, and Ye He
A Regularized Kellerer Theorem in Arbitrary Dimension Gudmund Pammer , Benjamin Alexander Robinson, and Walter Schachermayer
Nonlinear Semigroups and Limit Theorems for Convex Expectations Jonas Blessing and Michael Kupper
Structural results for the Tree Builder Random Walk Janos Englander, Giulio Iacobelli, Gábor Pete, and Rodrigo Ribeiro
Solving McKean-Vlasov SDEs via Relative Entropy Yi Han
Random Probability Measures With Fixed Mean Distributions Francesco Gaffi, Antonio Lijoi, and Igor Pruenster
Convergence of Dirichlet Forms for MCMC Optimal Scaling with Dependent Target Distributions on Large Graphs Ning Ning
The ODE Method for Asymptotic Statistics in Stochastic Approximation and Reinforcement Learning Vivek Borkar, Shuhang Chen, Adithya Devraj, Ioannis Kontoyiannis, and Sean Peter Meyn
The Critical Karp–Sipser Core of Random Graphs Thomas Budzinski, Alice Contat, and Nicolas Curien
Uniform Convergence of the Fleming-Viot Process in a Hard-Killing Metastable Case Lucas Journel and Pierre Monmarché
The Roughness Exponent and Its Model-Free Estimation Xiyue Han and Alexander Schied
Insight From the Kullback–Leibler Divergence Into Adaptive Importance Sampling Schemes for Rare Event Analysis in High Dimension Jason Beh, Yonatan Shadmi, and Florian Simatos
Macroscopic Diffusive Fluctuations for Generalized Hard Rods Dynamics Pablo Augusto Ferrari and Stefano Olla
Sharp Analysis on the Joint Distribution of the Number of Descents and Inverse Descents in a Random Permutation Bernard Bercu, Michel Bonnefont, Luis Fredes, and Adrien Richou
Cutoff Phenomenon in Nonlinear Recombinations Pietro Caputo, Cyril Labbe, and Hubert Lacoin
Fluctuations of Stochastic PDEs With Long-Range Correlations Luca Gerolla, Martin Hairer, and Xue-Mei Li
Distributionally Robust Gaussian Process Regression and Bayesian Inverse Problems Xuhui Zhang, Jose Blanchet, Youssef Marzouk, Viet Anh Nguyen, and Sven Wang
A Quasi-Stationary Approach to the Long-Term Asymptotics of the Growth-Fragmentation Equation Denis Villemonais and Alexander R. Watson
Concentration of Contractive Stochastic Approximation: Additive and Multiplicative Noise Zaiwei Chen, Siva Theja Maguluri, and Martin Zubeldia
Reinforced Galton-Watson Processes II: Large Time Behaviors Jean Bertoin and Bastien Mallein
Invariance Principle and Mckean-Vlasov Limit for Randomized Load Balancing in Heavy Traffic Rami Atar and Gershon Wolansky
Average-case and Smoothed Analysis of Graph Isomorphism Julia Gaudio, Miklos Racz, and Anirudh Sridhar
Central Limit Theorem for Gram-Schmidt Random Walk Design Sabyasachi Chatterjee, Partha Sarathi Dey, and Subhajit Goswami
Mean Field Games With Common Noise and Degenerate Idiosyncratic Noise Pierre Cardaliaguet, Benjamin Seeger, and Panagiotis Souganidis
Weak Well-Posedness of Stochastic Volterra Equations With Completely Monotone Kernels and Non-Degenerate Noise Yushi Hamaguchi
Ergodic Risk Sensitive Control of Markovian Multiclass Many-Server Queues with Abandonment Sumith Reddy Anugu and Guodong Pang
Strong Solutions to Submodular Mean Field Games With Common Noise and Related Mckean-Vlasov FBSDEs Jodi Dianetti
Hessian Spectrum at the Global Minimum and Topology Trivialization of Locally Isotropic Gaussian Random Fields Hao Xu and Qiang Zeng
Quantitative CLTs on the Poisson Space via Skorohod Estimates and p-Poincaré Inequalities Tara Trauthwein
Dynamic Spatial Matching Yash Kanoria
Statistical Learning with Sublinear Regret of Propagator Models Eyal Neuman and Yufei Zhang
Continuous-Time Random Matching Darrell Duffie, Lei Qiao, and Yeneng Sun
Conditions for Existence and Uniqueness of the Inverse First-Passage Time Problem Applicable for Lévy Processes and Diffusions Alexander Klump and Mladen Savov
On a General Kac-Rice Formula for the Measure of a Level Set Diego Armentano , Jean-Marc Azaïs, and José Rafael León
The Moran Model With Random Resampling Rates Siva Athreya, Frank den Hollander, and Adrian Röllin
Genetic Composition of Supercritical Branching Populations Under Power Law Mutation Rates Vianney Brouard
Euler Scheme for SDEs Driven by Fractional Brownian Motions: Integrability and Convergence in Law Jorge A. Leon, Yanghui Liu, and Samy Tindel
L∞-Optimal Transport of Anisotropic Log-Concave Measures and Exponential Convergence in Fisher’s Infinitesimal Model Ksenia A. Khudiakova, Jan Maas, and Francesco Pedrotti
Asymptotic Expansions for High-Frequency Option Data Carsten H. Chong and Viktor Todorov
Sharp Non-uniqueness of Solutions to 2D Navier-Stokes Equations with Space-Time White Noise Huaxiang Lv and Xiangchan Zhu
The Anisotropy of 2D or 3D Gaussian Random Fields Through Their Lipschitz-Killing Curvature Densities Hermine Biermé and Agnès Desolneux
Cutoff for Random Walk on Random Graphs With a Community Structure Andela Sarkovic, Perla Sousi, and Jonathan Hermon
Mean-Field Backward Stochastic Differential Equations and Nonlocal PDEs With Quadratic Growth Tao Hao, Ying Hu, Shanjian Tang, and Jiaqiang Wen
Anomalous and Total Dissipation Due to Advection by Solutions of Randomly Forced Navier-Stokes Equations Martina Hofmanová, Umberto Pappalettera, Rongchan Zhu, and Xiangchan Zhu
The Global and Local Limit of the Continuous-Time Mallows Process Michał Kotowski and Radosław Adamczak
Stochastic Epidemic Models With Varying Infectivity and Waning Immunity Raphaël Forien, Guodong Pang, Étienne Pardoux, and Arsene Brice Zotsa Ngoufack