Annales de l'Institut Henri Poincaré, Probabilités et Statistiques (Project Euclid)

Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, Volume 44, Number 3 (2008)

Mon, 23 Jun 2008 11:28 EDT

Contents:

Cristina Butucea, Marie-Luce Taupin. New M -estimators in semi-parametric regression with errors in variables. 393--421.

Yu Baryshnikov, P. Eichelsbacher, T. Schreiber, J. E. Yukich. Moderate deviations for some point measures in geometric probability. 422--446.

Zhidong Bai, Jian-feng Yao. Central limit theorems for eigenvalues in a spiked population model. 447--474.

Serge Cohen, Renaud Marty. Invariance principle, multifractional Gaussian processes and long-range dependence. 475--489.

János Engländer. Quenched law of large numbers for branching Brownian motion in a random medium. 490--518.

Bogdan Iftimie, Étienne Pardoux, Andrey Piatnitski. Homogenization of a singular random one-dimensional PDE. 519--543.

Michel Benaïm, Raphaël Rossignol. Exponential concentration for first passage percolation through modified Poincaré inequalities. 544--573.

Jean-Dominique Deuschel, Holger Kösters. The quenched invariance principle for random walks in random environments admitting a bounded cycle representation. 574--591.

Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, Volume 44, Number 4 (2008)

Tue, 05 Aug 2008 15:23 EDT

Contents:

Oleksandr Chybiryakov. Skew-product representations of multidimensional Dunkl Markov processes. 593--611.

Vladas Pipiras, Murad S. Taqqu. Identification of periodic and cyclic fractional stable motions. 612--637.

Xia Chen. Limit laws for the energy of a charged polymer. 638--672.

Rémi Rhodes. On homogenization of space-time dependent and degenerate random flows II. 673--692.

Jérôme Dedecker, Emmanuel Rio. On mean central limit theorems for stationary sequences. 693--726.

Antoine Ayache, Dongsheng Wu, Yimin Xiao. Joint continuity of the local times of fractional Brownian sheets. 727--748.

Viviane Baladi, Aïcha Hachemi. A local limit theorem with speed of convergence for Euclidean algorithms and diophantine costs. 749--770.

D. Loukianova, O. Loukianov. Uniform deterministic equivalent of additive functionals and non-parametric drift estimation for one-dimensional recurrent diffusions. 771--786.

Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, Volume 44, Number 5 (2008)

Wed, 24 Sep 2008 09:13 EDT

Contents:

A. Goldenshluger, A. Juditsky, A. B. Tsybakov, A. Zeevi. Change-point estimation from indirect observations. 1. Minimax complexity. 787--818.

A. Goldenshluger, A. Juditsky, A. Tsybakov, A. Zeevi. Change-point estimation from indirect observations. 2. Adaptation. 819--836.

Stefan Adams, Tony Dorlas. Asymptotic Feynman–Kac formulae for large symmetrised systems of random walks. 837--875.

Sarah Bailey Frick, Karl Petersen. Random permutations and unique fully supported ergodicity for the Euler adic transformation. 876--885.

J. Beltrán, C. Landim. A lattice gas model for the incompressible Navier–Stokes equation. 886--914.

Michael M. Erlihson, Boris L. Granovsky. Limit shapes of Gibbs distributions on the set of integer partitions: The expansive case. 915--945.

F. Delarue. Hitting time of a corner for a reflected diffusion in the square. 946--961.

David J. Aldous, Charles Bordenave, Marc Lelarge. Near-minimal spanning trees: A scaling exponent in probability models. 962--976.

Renming Song, Zoran Vondraček. On suprema of Lévy processes and application in risk theory. 977--986.

Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, Volume 44, Number 6 (2008)

Fri, 21 Nov 2008 12:13 EST

Contents:

David Croydon. Convergence of simple random walks on random discrete trees to Brownian motion on the continuum random tree. 987--1019.

Anne-Laure Basdevant. On the equivalence of some eternal additive coalescents. 1020--1037.

D. A. Dawson, A. Greven, F. den Hollander, Rongfeng Sun, J. M. Swart. The renormalization transformation for two-type branching models. 1038--1077.

Yuri Bakhtin, Matilde Martínez. A characterization of harmonic measures on laminations by hyperbolic Riemann surfaces. 1078--1089.

Loïc Hervé. Quasi-compactness and mean ergodicity for Markov kernels acting on weighted supremum normed spaces. 1090--1095.

Christian Genest, Bruno Rémillard. Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models. 1096--1127.

Grégory Miermont. Invariance principles for spatial multitype Galton–Watson trees. 1128--1161.

A. B. Dieker, J. Warren. Determinantal transition kernels for some interacting particles on the line. 1162--1172.

J. van den Berg, Y. Peres, V. Sidoravicius, M. E. Vares. Random spatial growth with paralyzing obstacles. 1173--1187.

Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, Volume 45, Number 1 (2009)

Thu, 12 Feb 2009 15:20 EST

Contents:

János Engländer. Law of large numbers for superdiffusions: The non-ergodic case. 1--6.

Vladimir Koltchinskii. Sparsity in penalized empirical risk minimization. 7--57.

Wei Liu, Yutao Ma. Spectral gap and convex concentration inequalities for birth–death processes. 58--69.

Julien Brémont. One-dimensional finite range random walk in random medium and invariant measure equation. 70--103.

Sebastian Andres. Pathwise differentiability for SDEs in a convex polyhedron with oblique reflection. 104--116.

Patrick Cattiaux, Arnaud Guillin. Trends to equilibrium in total variation distance. 117--145.

Laurent Miclo. Une condition asymptotique pour le calcul de constantes de Sobolev logarithmiques sur la droite. 146--156.

A. Neuenkirch, I. Nourdin, A. Rößler, S. Tindel. Trees and asymptotic expansions for fractional stochastic differential equations. 157--174.

Nicolas Petrelis. Copolymer at selective interfaces and pinning potentials: Weak coupling limits. 175--200.

Klaus Fleischmann, Vitali Wachtel. On the left tail asymptotics for the limit law of supercritical Galton–Watson processes in the Böttcher case. 201--225.

Romain Abraham, Jean-François Delmas. Changing the branching mechanism of a continuous state branching process using immigration. 226--238.

Fumio Hiai, Yoshimichi Ueda. A log-Sobolev type inequality for free entropy of two projections. 239--249.

Pablo A. Ferrari, James B. Martin. Multiclass Hammersley–Aldous–Diaconis process and multiclass-customer queues. 250--265.

Alexander E. Holroyd, Robin Pemantle, Yuval Peres, Oded Schramm. Poisson matching. 266--287.

Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, Volume 45, Number 2 (2009)

Wed, 29 Apr 2009 13:05 EDT

Contents:

Bruno Schapira. Random walk on a building of type Ã r and Brownian motion of the Weyl chamber. 289--301.

Natalie Grunewald, Felix Otto, Cédric Villani, Maria G. Westdickenberg. A two-scale approach to logarithmic Sobolev inequalities and the hydrodynamic limit. 302--351.

Cristina Butucea, Catherine Matias, Christophe Pouet. Adaptive goodness-of-fit testing from indirect observations. 352--372.

Firas Rassoul-Agha, Timo Seppäläinen. Almost sure functional central limit theorem for ballistic random walk in random environment. 373--420.

B. Roynette, P. Vallois, M. Yor. Brownian penalisations related to excursion lengths, VII. 421--452.

Jérôme Dedecker, Florence Merlevède, Magda Peligrad, Sergey Utev. Moderate deviations for stationary sequences of bounded random variables. 453--476.

Kijung Lee, Carl Mueller, Jie Xiong. Some properties of superprocesses under a stochastic flow. 477--490.

Yuval Peres, Oded Schramm, Jeffrey E. Steif. Dynamical sensitivity of the infinite cluster in critical percolation. 491--514.

Endre Csáki, Miklós Csörgő, Antónia Földes, Pál Révész. Random walk local time approximated by a Brownian sheet combined with an independent Brownian motion. 515--544.

Franco Flandoli, Massimiliano Gubinelli, Francesco Russo. On the regularity of stochastic currents, fractional Brownian motion and applications to a turbulence model. 545--576.

G. Maillard, T. Mountford. Large deviations for voter model occupation times in two dimensions. 577--588.

Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, Volume 45, Number 3 (2009)

Tue, 04 Aug 2009 09:11 EDT

Contents:

Antonio Auffinger, Gérard Ben Arous, Sandrine Péché. Poisson convergence for the largest eigenvalues of heavy tailed random matrices. 589--610.

Guillaume Aubrun, Ion Nechita. Stochastic domination for iterated convolutions and catalytic majorization. 611--625.

Richard Bass, Xia Chen, Jay Rosen. Large deviations for Riesz potentials of additive processes. 626--666.

Patie Pierre. Infinite divisibility of solutions to some self-similar integro-differential equations and exponential functionals of Lévy processes. 667--684.

Jonathon Peterson. Quenched limits for transient, ballistic, sub-Gaussian one-dimensional random walk in random environment. 685--709.

Christophe Cuny, Michael Lin. Pointwise ergodic theorems with rate and application to the CLT for Markov chains. 710--733.

Pietro Caputo, Paolo Dai Pra, Gustavo Posta. Convex entropy decay via the Bochner–Bakry–Emery approach. 734--753.

M. Ledoux. A recursion formula for the moments of the Gaussian orthogonal ensemble. 754--769.

Iddo Ben-Ari. Large deviations for partition functions of directed polymers in an IID field. 770--792.

J. W. Harris, S. C. Harris. Branching Brownian motion with an inhomogeneous breeding potential. 793--801.

Emmanuel Rio. Upper bounds for minimal distances in the central limit theorem. 802--817.

Françoise Pène. Planar Lorentz process in a random scenery. 818--839.

Gabriela Grüninger, Wolfgang König. Potential confinement property of the parabolic Anderson model. 840--863.

Zhen-Qing Chen, Masatoshi Fukushima. On unique extension of time changed reflecting Brownian motions. 864--875.

Jean Brossard, Michel Émery, Christophe Leuridan. Maximal Brownian motions. 876--886.

Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, Volume 45, Number 4 (2009)

Fri, 06 Nov 2009 12:52 EST

Contents:

P. Gonçalves, C. Landim, C. Toninelli. Hydrodynamic limit for a particle system with degenerate rates. 887--909.

Joan-Andreu Lázaro-Camí, Juan-Pablo Ortega. Superposition rules and stochastic Lie–Scheffers systems. 910--931.

Albert Raugi. A probabilistic ergodic decomposition result. 932--942.

Sandra Kliem. Degenerate stochastic differential equations for catalytic branching networks. 943--980.

Rémi Rhodes. Homogenization of locally stationary diffusions with possibly degenerate diffusion matrix. 981--1001.

Tiange Xu, Tusheng Zhang. On the small time asymptotics of the two-dimensional stochastic Navier–Stokes equations. 1002--1019.

Dmitry Panchenko. Cavity method in the spherical SK model. 1020--1047.

Pablo A. Ferrari, Patricia Gonçalves, James B. Martin. Collision probabilities in the rarefaction fan of asymmetric exclusion processes. 1048--1064.

Françoise Pène, Benoît Saussol. Quantitative recurrence in two-dimensional extended processes. 1065--1084.

Mihai Gradinaru, Ivan Nourdin. Milstein’s type schemes for fractional SDEs. 1085--1098.

Ryad Husseini, Moritz Kassmann. Jump processes, ℒ-harmonic functions, continuity estimates and the Feller property. 1099--1115.

Julien Barral, Benoît Mandelbrot. Fractional multiplicative processes. 1116--1129.

Gerónimo Uribe Bravo. The falling apart of the tagged fragment and the asymptotic disintegration of the Brownian height fragmentation. 1130--1149.

Robert C. Dalang, Carl Mueller. Intermittency properties in a hyperbolic Anderson problem. 1150--1164.

Anthony P. Metcalfe, Neil O’Connell, Jon Warren. Interlaced processes on the circle. 1165--1184.