The Probability and Statistics section of the Annales de l'Institut Henri Poincaré is an international journal which publishes high quality research papers. The journal deals with all aspects of modern probability theory and mathematical statistics, as well as with their applications.

### Volume 48, Number 3

Editorial Board

#### Articles

Stationary distributions for jump processes with memory

K. Burdzy, T. Kulczycki and R. L. Schilling; 609-630

Brownian motion and parabolic Anderson model in a renormalized Poisson potential

Xia Chen and Alexey M. Kulik; 631-660

Supercritical super-Brownian motion with a general branching mechanism and travelling waves

A. E. Kyprianou, R.-L. Liu, A. Murillo-Salas and Y.-X. Ren; 661-687

Pruning Galton–Watson trees and tree-valued Markov processes

Romain Abraham, Jean-François Delmas and Hui He; 688-705

Genealogies of regular exchangeable coalescents with applications to sampling

Ballistic regime for random walks in random environment with unbounded jumps and Knudsen billiards

Francis Comets and Serguei Popov; 721-744

Excited against the tide: A random walk with competing drifts

Mark Holmes; 745-773

Gibbs–non-Gibbs properties for evolving Ising models on trees

Aernout C. D. van Enter, Victor N. Ermolaev, Giulio Iacobelli and Christof Külske; 774-791

Homogenization results for a linear dynamics in random Glauber type environment

Cédric Bernardin; 792-818

Decay of covariances, uniqueness of ergodic component and scaling limit for a class of $\nabla\phi$ systems with non-convex potential

Codina Cotar and Jean-Dominique Deuschel; 819-853

Affine Dunkl processes of type $\widetilde{\mathrm{A}}_{1}$

François Chapon; 854-870

A Malliavin Calculus method to study densities of additive functionals of SDE’s with irregular drifts

Arturo Kohatsu-Higa and Akihiro Tanaka; 871-883

Optimal model selection in density estimation

Matthieu Lerasle; 884-908