The Annals of Probability (Project Euclid)

The Annals of Probability, Volume 36, Number 3 (2008)

Mon, 23 Jun 2008 11:28 EDT

Contents:

Mathieu Merle. Hitting probability of a distant point for the voter model started with a single 1. 807--861.

Xian-Yuan Wu, Yu Zhang. A geometrical structure for an infinite oriented cluster and its uniqueness. 862--875.

Benoît Collins, Michael Stolz. Borel theorems for random matrices from the classical compact symmetric spaces. 876--895.

Eric Gautier. Exit from a basin of attraction for stochastic weakly damped nonlinear Schrödinger equations. 896--930.

Z.-Q. Chen, P. J. Fitzsimmons, K. Kuwae, T.-S. Zhang. Stochastic calculus for symmetric Markov processes. 931--970.

Masanori Hino. Martingale dimensions for fractals. 971--991.

Hsien-Kuei Hwang, Svante Janson. Local limit theorems for finite and infinite urn models. 992--1022.

Radosław Adamczak, Rafał Latała. The LIL for canonical U -statistics. 1023--1058.

Jonas Hägg. Local Gaussian fluctuations in the Airy and discrete PNG processes. 1059--1092.

Laurent Goergen. An effective criterion and a new example for ballistic diffusions in random environment. 1093--1133.

Sébastien Blachère, Peter Haïssinsky, Pierre Mathieu. Asymptotic entropy and Green speed for random walks on countable groups. 1134--1152.

Rongfeng Sun, Jan M. Swart. The Brownian net. 1153--1208.

The Annals of Probability, Volume 36, Number 4 (2008)

Tue, 29 Jul 2008 15:50 EDT

Contents:

Jean-Baptiste Gouéré. Subcritical regimes in the Poisson Boolean model of continuum percolation. 1209--1220.

Qing-Yang Guan, Matthias Winkel. SLE and α -SLE driven by Lévy processes. 1221--1266.

Asaf Nachmias, Yuval Peres. Critical random graphs: Diameter and mixing time. 1267--1286.

Massimo Campanino, Dmitry Ioffe, Yvan Velenik. Fluctuation theory of connectivities for subcritical random cluster models. 1287--1321.

L. R. G. Fontes, P. Mathieu. K-processes, scaling limit and aging for the trap model in the complete graph. 1322--1358.

Boris Pittel. Edge percolation on a random regular graph of low degree. 1359--1389.

Amarjit Budhiraja, Paul Dupuis, Vasileios Maroulas. Large deviations for infinite dimensional stochastic dynamical systems. 1390--1420.

Vincent Beffara. The dimension of the SLE curves. 1421--1452.

J. William Helton, Jean B. Lasserre, Mihai Putinar. Measures with zeros in the inverse of their moment matrix. 1453--1471.

Dapeng Zhan. Reversibility of chordal SLE. 1472--1494.

Ioannis Karatzas, Ingrid-Mona Zamfirescu. Martingale approach to stochastic differential games of control and stopping. 1495--1527.

Markus Flury. Coincidence of Lyapunov exponents for random walks in weak random potentials. 1528--1583.

Sourav Chatterjee. A new method of normal approximation. 1584--1610.

The Annals of Probability, Volume 36, Number 5 (2008)

Thu, 11 Sep 2008 09:14 EDT

Contents:

Naresh Jain, Nicolai Krylov. Large deviations for occupation times of Markov processes with L 2 semigroups. 1611--1641.

Sérgio Bezerra, Samy Tindel, Frederi Viens. Superdiffusivity for a Brownian polymer in a continuous Gaussian environment. 1642--1675.

Dmitry Dolgopyat, Gerhard Keller, Carlangelo Liverani. Random walk in Markovian environment. 1676--1710.

Gábor Pete. Corner percolation on ℤ 2 and the square root of 17. 1711--1747.

Pierre Nolin. Critical exponents of planar gradient percolation. 1748--1776.

Violetta Bernyk, Robert C. Dalang, Goran Peskir. The law of the supremum of a stable Lévy process with no negative jumps. 1777--1789.

Bénédicte Haas, Grégory Miermont, Jim Pitman, Matthias Winkel. Continuum tree asymptotics of discrete fragmentations and applications to phylogenetic models. 1790--1837.

Harry Kesten, Vladas Sidoravicius. A problem in one-dimensional diffusion-limited aggregation (DLA) and positive recurrence of Markov chains. 1838--1879.

J. van den Berg. Approximate zero-one laws and sharpness of the percolation transition in a class of models including two-dimensional Ising percolation. 1880--1903.

Panki Kim, Renming Song. Intrinsic ultracontractivity of nonsymmetric diffusions with measure-valued drifts and potentials. 1904--1945.

D. Denisov, A. B. Dieker, V. Shneer. Large deviations for random walks under subexponentiality: The big-jump domain. 1946--1991.

Paul Dupuis, Hitoshi Ishii. SDEs with oblique reflections on nonsmooth domains. 1992--1997.

Imre Bárány, Van Vu. Central limit theorems for Gaussian polytopes. 1998--1998.

The Annals of Probability, Volume 36, Number 6 (2008)

Fri, 19 Dec 2008 09:24 EST

Contents:

Dmitry Dolgopyat, Leonid Koralov. Averaging of Hamiltonian flows with an ergodic component. 1999--2049.

Martin Hairer, Jonathan C. Mattingly. Spectral gaps in Wasserstein distances and the 2D stochastic Navier–Stokes equations. 2050--2091.

Jin Ma, Jianfeng Zhang, Ziyu Zheng. Weak solutions for forward–backward SDEs—a martingale problem approach. 2092--2125.

Leonid (Aryeh) Kontorovich, Kavita Ramanan. Concentration inequalities for dependent random variables via the martingale method. 2126--2158.

Ivan Nourdin. Asymptotic behavior of weighted quadratic and cubic variations of fractional Brownian motion. 2159--2175.

Olav Kallenberg. Some local approximations of Dawson–Watanabe superprocesses. 2176--2214.

Patrizia Berti, Luca Pratelli, Pietro Rigo. Trivial intersection of σ -fields and Gibbs sampling. 2215--2234.

Jean Picard. A tree approach to p -variation and to integration. 2235--2279.

Omar El-Dakkak, Giovanni Peccati. Hoeffding decompositions and urn sequences. 2280--2310.

Richard F. Bass, Krzysztof Burdzy. On pathwise uniqueness for reflecting Brownian motion in C 1+ γ domains. 2311--2331.

Clément Pellegrini. Existence, uniqueness and approximation of a stochastic Schrödinger equation: The diffusive case. 2332--2353.

Alexander Roitershtein. Transient random walks on a strip in a random environment. 2354--2387.

Francesco Caravenna, Jean-Dominique Deuschel. Pinning and wetting transition for (1+1)-dimensional fields with Laplacian interaction. 2388--2433.

The Annals of Probability, Volume 37, Number 1 (2009)

Tue, 17 Feb 2009 09:42 EST

Contents:

Mireille Capitaine, Catherine Donati-Martin, Delphine Féral. The largest eigenvalues of finite rank deformation of large Wigner matrices: Convergence and nonuniversality of the fluctuations. 1--47.

Xavier Bressaud, Nicolas Fournier. On the invariant distribution of a one-dimensional avalanche process. 48--77.

George Lowther. Limits of one-dimensional diffusions. 78--106.

Cédric Boutillier. The bead model and limit behaviors of dimer models. 107--142.

Jonathon Peterson, Ofer Zeitouni. Quenched limits for transient, zero speed one-dimensional random walk in random environment. 143--188.

Atilla Yilmaz. Large deviations for random walk in a space–time product environment. 189--205.

Enzo Orsingher, Luisa Beghin. Fractional diffusion equations and processes with randomly varying time. 206--249.

Alexander Lindner, Ken-iti Sato. Continuity properties and infinite divisibility of stationary distributions of some generalized Ornstein–Uhlenbeck processes. 250--274.

Dirk Blömker, Franco Flandoli, Marco Romito. Markovianity and ergodicity for a surface growth PDE. 275--313.

Manjunath Krishnapur. From random matrices to random analytic functions. 314--346.

Wolfgang König, Hubert Lacoin, Peter Mörters, Nadia Sidorova. A two cities theorem for the parabolic Anderson model. 347--392.

Lester E. Dubins, David Gilat, Isaac Meilijson. On the expected diameter of an L 2 -bounded martingale. 393--402.

The Annals of Probability, Volume 37, Number 2 (2009)

Thu, 30 Apr 2009 09:59 EDT

Contents:

Sergey G. Bobkov, Michel Ledoux. Weighted Poincaré-type inequalities for Cauchy and other convex measures. 403--427.

Viorel Barbu, Giuseppe Da Prato, Michael Röckner. Existence of strong solutions for stochastic porous media equation under general monotonicity conditions. 428--452.

Ben Morris. Improved mixing time bounds for the Thorp shuffle and L -reversal chain. 453--477.

Ian Melbourne, Matthew Nicol. A vector-valued almost sure invariance principle for hyperbolic dynamical systems. 478--505.

Xicheng Zhang. Clark–Ocone formula and variational representation for Poisson functionals. 506--529.

Peter Imkeller, Ilya Pavlyukevich, Torsten Wetzel. First exit times for Lévy-driven diffusions with exponentially light jumps. 530--564.

Jérémie Unterberger. Stochastic calculus for fractional Brownian motion with Hurst exponent H >¼: A rough path method by analytic extension. 565--614.

Maury Bramson, Ofer Zeitouni. Tightness for a family of recursion equations. 615--653.

Anne Fey, Ronald Meester, Frank Redig. Stabilizability and percolation in the infinite volume sandpile model. 654--675.

Ross G. Pinsky. Transcience/recurrence for normally reflected Brownian motion in unbounded domains. 676--686.

Noemi Kurt. Maximum and entropic repulsion for a Gaussian membrane model in the critical dimension. 687--725.

Steven N. Evans. Spectra of random linear combinations of matrices defined via representations and Coxeter generators of the symmetric group. 726--741.

Yueyun Hu, Zhan Shi. Minimal position and critical martingale convergence in branching random walks, and directed polymers on disordered trees. 742--789.

Günter Last, Hermann Thorisson. Invariant transports of stationary random measures and mass-stationarity. 790--813.

The Annals of Probability, Volume 37, Number 3 (2009)

Fri, 19 Jun 2009 13:54 EDT

Contents:

László Erdős, Benjamin Schlein, Horng-Tzer Yau. Semicircle law on short scales and delocalization of eigenvectors for Wigner random matrices. 815--852.

J. Theodore Cox, Rinaldo B. Schinazi. Survival and coexistence for a multitype contact process. 853--876.

Shige Peng, Zhe Yang. Anticipated backward stochastic differential equations. 877--902.

Francesco Caravenna, Jean-Dominique Deuschel. Scaling limits of (1+1)-dimensional pinning models with Laplacian interaction. 903--945.

David A. Croydon. Hausdorff measure of arcs and Brownian motion on Brownian spatial trees. 946--978.

Mark M. Meerschaert, Erkan Nane, P. Vellaisamy. Fractional Cauchy problems on bounded domains. 979--1007.

Zhen-Qing Chen, Tusheng Zhang. Time-reversal and elliptic boundary value problems. 1008--1043.

Louigi Addario-Berry, Bruce Reed. Minima in branching random walks. 1044--1079.

Louis-Pierre Arguin, Michael Aizenman. On the structure of quasi-stationary competing particle systems. 1080--1113.

Max-K. von Renesse, Karl-Theodor Sturm. Entropic measure and Wasserstein diffusion. 1114--1191.

Jüri Lember, Heinrich Matzinger. Standard deviation of the longest common subsequence. 1192--1235.

The Annals of Probability, Volume 37, Number 4 (2009)

Tue, 21 Jul 2009 09:16 EDT

Contents:

Chris Howitt, Jon Warren. Consistent families of Brownian motions and stochastic flows of kernels. 1237--1272.

Dong Wang. The largest sample eigenvalue distribution in the rank 1 quaternionic spiked model of Wishart ensemble. 1273--1328.

József Balogh, Béla Bollobás, Robert Morris. Bootstrap percolation in three dimensions. 1329--1380.

Bénédicte Haas, Jim Pitman, Matthias Winkel. Spinal partitions and invariance under re-rooting of continuum random trees. 1381--1411.

Ivan Nourdin, Giovanni Peccati. Noncentral convergence of multiple integrals. 1412--1426.

Viorel Barbu, Giuseppe Da Prato, Luciano Tubaro. Kolmogorov equation associated to the stochastic reflection problem on a smooth convex set of a Hilbert space. 1427--1458.

Jonathan E. Taylor, Robert J. Adler. Gaussian processes, kinematic formulae and Poincaré’s limit. 1459--1482.

Thomas Mountford, Roberto H. Schonmann. The survival of large dimensional threshold contact processes. 1483--1501.

Jean Bertoin. The structure of the allelic partition of the total population for Galton–Watson processes with neutral mutations. 1502--1523.

Rainer Buckdahn, Boualem Djehiche, Juan Li, Shige Peng. Mean-field backward stochastic differential equations: A limit approach. 1524--1565.

P. Bourgade. Conditional Haar measures on classical compact groups. 1566--1586.

Feng-Yu Wang. Log-Sobolev inequalities: Different roles of Ric and Hess. 1587--1604.

Evarist Giné, Richard Nickl. Uniform limit theorems for wavelet density estimators. 1605--1646.

The Annals of Probability, Volume 37, Number 5 (2009)

Mon, 21 Sep 2009 09:31 EDT

Contents:

Ronald Getoor. J. L. Doob: Foundations of stochastic processes and probabilistic potential theory. 1647--1663.

M. Yor. J. L. Doob (27 February 1910–7 June 2004). 1664--1670.

Bibliography: Publications of J. L. Doob. 1671--1678.

Franz Merkl, Silke W. W. Rolles. Recurrence of edge-reinforced random walk on a two-dimensional graph. 1679--1714.

Alain-Sol Sznitman. Upper bound on the disconnection time of discrete cylinders and random interlacements. 1715--1746.

Cédric Boutillier, Béatrice de Tilière. Loop statistics in the toroidal honeycomb dimer model. 1747--1777.

A. Lytova, L. Pastur. Central limit theorem for linear eigenvalue statistics of random matrices with independent entries. 1778--1840.

Giambattista Giacomin, Fabio Lucio Toninelli. On the irrelevant disorder regime of pinning models. 1841--1875.

Ramon van Handel. The stability of conditional Markov processes and Markov chains in random environments. 1876--1925.

Patrick Cattiaux, Pierre Collet, Amaury Lambert, Servet Martínez, Sylvie Méléard, Jaime San Martín. Quasi-stationary distributions and diffusion models in population dynamics. 1926--1969.

Omer Angel, Alexander Holroyd, Dan Romik. The oriented swap process. 1970--1998.

Jim Pitman, Matthias Winkel. Regenerative tree growth: Binary self-similar continuum random trees and Poisson–Dirichlet compositions. 1999--2041.

Zakhar Kabluchko, Martin Schlather, Laurens de Haan. Stationary max-stable fields associated to negative definite functions. 2042--2065.

Frank Aurzada, Steffen Dereich. Small deviations of general Lévy processes. 2066--2092.

The Annals of Probability, Volume 37, Number 6 (2009)

Mon, 16 Nov 2009 09:14 EST

Contents:

Ciprian A. Tudor, Frederi G. Viens. Variations and estimators for self-similarity parameters via Malliavin calculus. 2093--2134.

Michael Hochman. Upcrossing inequalities for stationary sequences and applications. 2135--2149.

Gesine Reinert, Adrian Röllin. Multivariate normal approximation with Stein’s method of exchangeable pairs under a general linearity condition. 2150--2173.

Vidmantas Bentkus, Bing-Yi Jing, Wang Zhou. On normal approximations to U -statistics. 2174--2199.

Ivan Nourdin, Anthony Réveillac. Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: The critical case H =1/4. 2200--2230.

Ivan Nourdin, Giovanni Peccati. Stein’s method and exact Berry–Esseen asymptotics for functionals of Gaussian fields. 2231--2261.

Iva Špakulová. Critical percolation of virtually free groups and other tree-like graphs. 2262--2296.

Michael Damron, Artëm Sapozhnikov, Bálint Vágvölgyi. Relations between invasion percolation and critical percolation in two dimensions. 2297--2331.

Shirshendu Chatterjee, Rick Durrett. Contact processes on random graphs with power law degree distributions have critical value 0. 2332--2356.

Lorenzo Bertini, Claudio Landim, Mustapha Mourragui. Dynamical large deviations for the boundary driven weakly asymmetric exclusion process. 2357--2403.

Yaozhong Hu, David Nualart, Jian Song. Fractional martingales and characterization of the fractional Brownian motion. 2404--2430.

Thomas Duquesne. The packing measure of the range of Super-Brownian motion. 2431--2458.

Miklós Rásonyi, Walter Schachermayer, Richard Warnung. Hiding a drift. 2459--2479.

Nathael Gozlan. A characterization of dimension free concentration in terms of transportation inequalities. 2480--2498.

The Annals of Probability, Volume 38, Number 1 (2010)

Mon, 25 Jan 2010 10:40 EST

Contents:

Massimiliano Gubinelli, Samy Tindel. Rough evolution equations. 1--75.

George Lowther. Nondifferentiable functions of one-dimensional semimartingales. 76--101.

R. Cerf, R. J. Messikh. On the 2D Ising Wulff crystal near criticality. 102--149.

Béla Bollobás, Christian Borgs, Jennifer Chayes, Oliver Riordan. Percolation on dense graph sequences. 150--183.

Robin Pemantle, Yuval Peres. The critical Ising model on trees, concave recursions and nonlinear capacity. 184--206.

Julien Berestycki, Nathanaël Berestycki, Vlada Limic. The Λ-coalescent speed of coming down from infinity. 207--233.

M. T. Barlow, J.-D. Deuschel. Invariance principle for the random conductance model with unbounded conductances. 234--276.

Gilles Lebeau, Laurent Michel. Semi-classical analysis of a random walk on a manifold. 277--315.

R. A. Doney, M. S. Savov. The asymptotic behavior of densities related to the supremum of a stable process. 316--326.

Dmitry Panchenko. A connection between the Ghirlanda–Guerra identities and ultrametricity. 327--347.

Amaury Lambert. The contour of splitting trees is a Lévy process. 348--395.

Xia Chen, Wenbo V. Li, Michael B. Marcus, Jay Rosen. A CLT for the L 2 modulus of continuity of Brownian local time. 396--438.

Katalin Marton. Measure concentration for Euclidean distance in the case of dependent random variables. 439--442.

The Annals of Probability, Volume 38, Number 2 (2010)

Tue, 09 Mar 2010 09:06 EST

Contents:

G. Peccati, J. L. Solé, M. S. Taqqu, F. Utzet. Stein’s method and Normal approximation of Poisson functionals. 443--478.

Achim Klenke, Mario Oeler. A Trotter-type approach to infinite rate mutually catalytic branching. 479--497.

Rami Atar, Amarjit Budhiraja. A stochastic differential game for the inhomogeneous ∞-Laplace equation. 498--531.

Arnulf Jentzen, Peter Kloeden. Taylor expansions of solutions of stochastic partial differential equations with additive noise. 532--569.

Peter Bürgisser, Felipe Cucker, Martin Lotz. Coverage processes on spheres and condition numbers for linear programming. 570--604.

Raoul Robert, Vincent Vargas. Gaussian multiplicative chaos revisited. 605--631.

Michael Björklund. The asymptotic shape theorem for generalized first passage percolation. 632--660.

Anton Bovier, Frank den Hollander, Cristian Spitoni. Homogeneous nucleation for Glauber and Kawasaki dynamics in large volumes at low temperatures. 661--713.

Mark Adler, Patrik L. Ferrari, Pierre van Moerbeke. Airy processes with wanderers and new universality classes. 714--769.

Parthanil Roy. Ergodic theory, Abelian groups and point processes induced by stable random fields. 770--793.

Idris Kharroubi, Jin Ma, Huyên Pham, Jianfeng Zhang. Backward SDEs with constrained jumps and quasi-variational inequalities. 794--840.

David Windisch. Random walks on discrete cylinders with large bases and random interlacements. 841--895.

Xiaoyu Hu, Jason Miller, Yuval Peres. Thick points of the Gaussian free field. 896--926.

Fabienne Castell. Large deviations for intersection local times in critical dimension. 927--953.

The Annals of Probability, Volume 38, Number 3 (2010)

Wed, 02 Jun 2010 09:44 EDT

Contents:

Jean Bérard, Alejandro F. Ramírez. Large deviations of the front in a one-dimensional model of X + Y →2 X. 955--1018.

Francis Comets, Serguei Popov, Gunter M. Schütz, Marina Vachkovskaia. Quenched invariance principle for the Knudsen stochastic billiard in a random tube. 1019--1061.

Weining Kang, Kavita Ramanan. A Dirichlet process characterization of a class of reflected diffusions. 1062--1105.

Irina Ignatiouk-Robert, Christophe Loree. Martin boundary of a killed random walk on a quadrant. 1106--1142.

Anis Matoussi, Lucretiu Stoica. The obstacle problem for quasilinear stochastic PDE’s. 1143--1179.

Klaus Fleischmann, Leonid Mytnik, Vitali Wachtel. Optimal local Hölder index for density states of superprocesses with (1+ β )-branching mechanism. 1180--1220.

Włodek Bryc, Jacek Wesołowski. Askey–Wilson polynomials, quadratic harnesses and martingales. 1221--1262.

Benedek Valkó, Bálint Virág. Large gaps between random eigenvalues. 1263--1279.

Yves Le Jan. Markov loops and renormalization. 1280--1319.

Daniel Hug, Rolf Schneider. Large faces in Poisson hyperplane mosaics. 1320--1344.

The Annals of Probability, Volume 38, Number 4 (2010)

Thu, 08 Jul 2010 09:01 EDT

Contents:

Terrence M. Adams, Andrew B. Nobel. Uniform convergence of Vapnik–Chervonenkis classes under ergodic sampling. 1345--1367.

L. Chaumont, R. A. Doney. Invariance principles for local times at the maximum of random walks and Lévy processes. 1368--1389.

Ron Doney, Mladen Savov. Right inverses of Lévy processes. 1390--1400.

Tomasz Komorowski, Szymon Peszat, Tomasz Szarek. On ergodicity of some Markov processes. 1401--1443.

Friedrich Götze, Alexander Tikhomirov. The circular law for random matrices. 1444--1491.

Jiun-Chau Wang. Local limit theorems in free probability theory. 1492--1506.

Imre Bárány, Matthias Reitzner. Poisson polytopes. 1507--1531.

Kazuhiro Kuwae. Stochastic calculus over symmetric Markov processes without time reversal. 1532--1569.

Elton P. Hsu, Guangnan Qin. Volume growth and escape rate of Brownian motion on a complete Riemannian manifold. 1570--1582.

Pieter Trapman. The growth of the infinite long-range percolation cluster. 1583--1608.

András Bálint. Gibbsianness and non-Gibbsianness in divide and color models. 1609--1638.

Sébastien Gouëzel. Almost sure invariance principle for dynamical systems by spectral methods. 1639--1671.

Larry Goldstein. Bounds on the constant in the mean central limit theorem. 1672--1689.

Achim Klenke, Leonid Mytnik. Infinite rate mutually catalytic branching. 1690--1716.

The Annals of Probability, Volume 38, Number 5 (2010)

Tue, 17 Aug 2010 10:03 EDT

Contents:

Alexander Fribergh. The speed of a biased random walk on a percolation cluster at high density. 1717--1782.

Xavier Bressaud, Nicolas Fournier. Asymptotics of one-dimensional forest fire processes. 1783--1816.

Krzysztof Burdzy, Jason Swanson. A change of variable formula with Itô correction term. 1817--1869.

Philippe Blanchard, Michael Röckner, Francesco Russo. Probabilistic representation for solutions of an irregular porous media type equation. 1870--1900.

Krzysztof Bogdan, Tomasz Grzywny, Michał Ryznar. Heat kernel estimates for the fractional Laplacian with Dirichlet conditions. 1901--1923.

Julien Barral, Nicolas Fournier, Stéphane Jaffard, Stéphane Seuret. A pure jump Markov process with a random singularity spectrum. 1924--1946.

Ivan Nourdin, Giovanni Peccati, Gesine Reinert. Invariance principles for homogeneous sums: Universality of Gaussian Wiener chaos. 1947--1985.

S. V. Astashkin, F. A. Sukochev. Best constants in Rosenthal-type inequalities and the Kruglov operator. 1986--2008.

Magda Peligrad, Wei Biao Wu. Central limit theorem for Fourier transforms of stationary processes. 2009--2022.

Terence Tao, Van Vu, Manjunath Krishnapur. Random matrices: Universality of ESDs and the circular law. 2023--2065.

J. Gärtner, F. den Hollander, G. Maillard. Intermittency on catalysts: Voter model. 2066--2102.

The Annals of Probability, Volume 38, Number 6 (2010)

Fri, 24 Sep 2010 09:17 EDT

Contents:

Alexander Gnedin, Grigori Olshanski. q -exchangeability via quasi-invariance. 2103--2135.

Mercè Farré, Maria Jolis, Frederic Utzet. Multiple Stratonovich integral and Hu–Meyer formula for Lévy processes. 2136--2169.

Kaj Nyström, Thomas Önskog. The Skorohod oblique reflection problem in time-dependent domains. 2170--2223.

Christian Sadel, Hermann Schulz-Baldes. Random Lie group actions on compact manifolds: A perturbative analysis. 2224--2257.

Jonathon Peterson, Timo Seppäläinen. Current fluctuations of a system of one-dimensional random walks in random environment. 2258--2294.

Joseph Najnudel. Construction of an Edwards’ probability measure on $\mathcal{C}(\mathbb{R}_{+},\mathbb{R})$. 2295--2321.

Francesco Caravenna, Giambattista Giacomin. The weak coupling limit of disordered copolymer models. 2322--2378.

Martin T. Barlow, Robert Masson. Exponential tail bounds for loop-erased random walk in two dimensions. 2379--2417.

Aldéric Joulin, Yann Ollivier. Curvature, concentration and error estimates for Markov chain Monte Carlo. 2418--2442.

Sourav Chatterjee, Partha S. Dey. Applications of Stein’s method for concentration inequalities. 2443--2485.

The Annals of Probability, Volume 39, Number 1 (2011)

Fri, 03 Dec 2010 09:59 EST

Contents:

Jean-François Le Gall, Grégory Miermont. Scaling limits of random planar maps with large faces. 1--69.

Alain-Sol Sznitman. On the critical parameter of interlacement percolation in high dimension. 70--103.

Gérard Ben Arous, Ivan Corwin. Current fluctuations for TASEP: A proof of the Prähofer–Spohn conjecture. 104--138.

Hubert Lacoin. Influence of spatial correlation for directed polymers. 139--175.

Milton Jara, Claudio Landim, Augusto Teixeira. Quenched scaling limits of trap models. 176--223.

Marek Biskup, Herbert Spohn. Scaling limit for a class of gradient fields with nonconvex potentials. 224--251.

Jochen Blath, Leif Döring, Alison Etheridge. On the moments and the interface of the symbiotic branching model. 252--290.

Yaozhong Hu, David Nualart, Jian Song. Feynman–Kac formula for heat equation driven by fractional white noise. 291--326.

Steven P. Lalley, Xinghua Zheng. Occupation statistics of critical branching random walks in two or higher dimensions. 327--368.

Sandra Cerrai, Mark Freidlin. Fast transport asymptotics for stochastic RDEs with boundary noise. 369--405.

The Annals of Probability, Volume 39, Number 2 (2011)

Fri, 25 Feb 2011 16:26 EST

Contents:

Thomas M. Liggett. T. E. Harris’ contributions to interacting particle systems and percolation. 407--416.

Peter Baxendale. T. E. Harris’s contributions to recurrent Markov processes and stochastic flows. 417--428.

K. B. Athreya, P. E. Ney. T. E. Harris and branching processes. 429--434.

Bibliography: Publications of T. E. Harris. 435--438.

Yuliya Mishura, Esko Valkeila. An extension of the Lévy characterization to fractional Brownian motion. 439--470.

Atilla Yilmaz. Harmonic functions, h-transform and large deviations for random walks in random environments in dimensions four and higher. 471--506.

Lung-Chi Chen, Akira Sakai. Asymptotic behavior of the gyration radius for long-range self-avoiding walk and long-range oriented percolation. 507--548.

Michel Dekking, Károly Simon, Balázs Székely. The algebraic difference of two random Cantor sets: The Larsson family. 549--586.

Erol A. Peköz, Adrian Röllin. New rates for exponential approximation and the theorems of Rényi and Yaglom. 587--608.

Loïc Chaumont, Gerónimo Uribe Bravo. Markovian bridges: Weak continuity and pathwise constructions. 609--647.

Martin Hairer, Charles Manson. Periodic homogenization with an interface: The multi-dimensional case. 648--682.

Stefan Adams, Andrea Collevecchio, Wolfgang König. A variational formula for the free energy of an interacting many-particle system. 683--728.

Xia Chen, Wenbo V. Li, Jan Rosiński, Qi-Man Shao. Large deviations for local times and intersection local times of fractional Brownian motions and Riemann–Liouville processes. 729--778.

The Annals of Probability, Volume 39, Number 3 (2011)

Wed, 16 Mar 2011 09:23 EDT

Contents:

Antoine Gloria, Felix Otto. An optimal variance estimate in stochastic homogenization of discrete elliptic equations. 779--856.

Nathael Gozlan, Cyril Roberto, Paul-Marie Samson. A new characterization of Talagrand’s transport-entropy inequalities and applications. 857--880.

John Pardon. Central limit theorems for random polygons in an arbitrary convex set. 881--903.

Florent Benaych-Georges, Thierry Lévy. A continuous semigroup of notions of independence between the classical and the free one. 904--938.

Thomas G. Kurtz, Eliane R. Rodrigues. Poisson representations of branching Markov and measure-valued branching processes. 939--984.

Shahar Mendelson. Discrepancy, chaining and subgaussian processes. 985--1026.

Alexey Kuznetsov. On extrema of stable processes. 1027--1060.

David Nualart, Samy Tindel. A construction of the rough path above fractional Brownian motion using Volterra’s representation. 1061--1096.

Charles Bordenave, Marc Lelarge, Justin Salez. The rank of diluted random graphs. 1097--1121.

Itai Benjamini, Ori Gurel-Gurevich, Oded Schramm. Cutpoints and resistance of random walk paths. 1122--1136.

Gusztáv Morvai, Benjamin Weiss. Nonparametric sequential prediction for stationary processes. 1137--1160.

L. Saloff-Coste, J. Zúñiga. Merging for inhomogeneous finite Markov chains, part II: Nash and log-Sobolev inequalities. 1161--1203.

The Annals of Probability, Volume 39, Number 4 (2011)

Fri, 05 Aug 2011 10:51 EDT

Contents:

Gideon Amir, Omer Angel, Benedek Valkó. The TASEP speed process. 1205--1242.

Ariel Yadin, Amir Yehudayoff. Loop-erased random walk and Poisson kernel on planar graphs. 1243--1285.

Vincent Beffara, Pierre Nolin. On monochromatic arm exponents for 2D critical percolation. 1286--1304.

Koléhè A. Coulibaly-Pasquier. Some stochastic process without birth, linked to the mean curvature flow. 1305--1331.

Krzysztof Burdzy, Soumik Pal. Markov processes on time-like graphs. 1332--1364.

Allan Sly. Reconstruction for the Potts model. 1365--1406.

Xue-Mei Li, Michael Scheutzow. Lack of strong completeness for stochastic flows. 1407--1421.

Gechun Liang, Terry Lyons, Zhongmin Qian. Backward stochastic dynamics on a filtered probability space. 1422--1448.

Feng-Yu Wang. Harnack inequality for SDE with multiplicative noise and extension to Neumann semigroup on nonconvex manifolds. 1449--1467.

Gautam Iyer, Alexei Novikov. The regularizing effects of resetting in a particle system for the Burgers equation. 1468--1501.

Tusheng Zhang. A probabilistic approach to Dirichlet problems of semilinear elliptic PDEs with singular coefficients. 1502--1527.

Sergey Bobkov, Mokshay Madiman. Concentration of the information in data with log-concave distributions. 1528--1543.

Charles Bordenave, Pietro Caputo, Djalil Chafaï. Spectrum of large random reversible Markov chains: Heavy-tailed weights on the complete graph. 1544--1590.

Roman Vershynin. Approximating the moments of marginals of high-dimensional distributions. 1591--1606.

Arup Bose, Rajat Subhra Hazra, Koushik Saha. Convergence of joint moments for independent random patterned matrices. 1607--1620.

The Annals of Probability, Volume 39, Number 5 (2011)

Tue, 18 Oct 2011 08:27 EDT

Contents:

Bibliography: Publications of Oded Schramm. --.

Steffen Rohde. Oded Schramm: From circle packing to SLE. 1621--1667.

Olle Häggström. Percolation beyond ℤ d : The contributions of Oded Schramm. 1668--1701.

Christophe Garban. Oded Schramm’s contributions to noise sensitivity. 1702--1767.

Oded Schramm, Stanislav Smirnov, Christophe Garban. On the scaling limits of planar percolation. 1768--1814.

Nathanaël Berestycki, Oded Schramm, Ofer Zeitouni. Mixing times for random k -cycles and coalescence-fragmentation chains. 1815--1843.

Scott Sheffield, David B. Wilson. Schramm’s proof of Watts’ formula. 1844--1863.

Gady Kozma. Percolation on a product of two trees. 1864--1895.

Gregory F. Lawler, Scott Sheffield. A natural parametrization for the Schramm–Loewner evolution. 1896--1937.

Alexander E. Holroyd, Russell Lyons, Terry Soo. Poisson splitting by factors. 1938--1982.

Richard Kenyon. Spanning forests and the vector bundle Laplacian. 1983--2017.

Sébastien Blachère, Frank den Hollander, Jeffrey E. Steif. A crossover for the bad configurations of random walk in random scenery. 2018--2041.

The Annals of Probability, Volume 39, Number 6 (2011)

Thu, 17 Nov 2011 09:12 EST

Contents:

Rick Durrett, Daniel Remenik. Brunet–Derrida particle systems, free boundary problems and Wiener–Hopf equations. 2043--2078.

Fabienne Castell, Nadine Guillotin-Plantard, Françoise Pène, Bruno Schapira. A local limit theorem for random walks in random scenery and on randomly oriented lattices. 2079--2118.

Edward Crane, Nicholas Georgiou, Stanislav Volkov, Andrew R. Wade, Robert J. Waters. The simple harmonic urn. 2119--2177.

Michel Benaïm, Pierre Tarrès. Dynamics of vertex-reinforced random walks. 2178--2223.

Nicolas Curien, Jean-François Le Gall. Random recursive triangulations of the disk via fragmentation theory. 2224--2270.

Leonid V. Bogachev, Sakhavat M. Zarbaliev. Universality of the limit shape of convex lattice polygonal lines. 2271--2317.

Alexander Goldenshluger, Oleg Lepski. Uniform bounds for norms of sums of independent random functions. 2318--2384.

Violetta Bernyk, Robert C. Dalang, Goran Peskir. Predicting the ultimate supremum of a stable Lévy process with no negative jumps. 2385--2423.

Mathias Beiglböck, Walter Schachermayer, Bezirgen Veliyev. A direct proof of the Bichteler–Dellacherie theorem and connections to arbitrage. 2424--2440.

István Berkes, Siegfried Hörmann, Johannes Schauer. Split invariance principles for stationary processes. 2441--2473.

David Applebaum. Infinitely divisible central probability measures on compact Lie groups—regularity, semigroups and transition kernels. 2474--2496.

The Annals of Probability, Volume 40, Number 1 (2012)

Tue, 03 Jan 2012 10:37 EST

Contents:

Xiong Jin. Dimension result and KPZ formula for two-dimensional multiplicative cascade processes. 1--18.

Timo Seppäläinen. Scaling for a one-dimensional directed polymer with boundary conditions. 19--73.

Amarjit Budhiraja, Paul Dupuis, Markus Fischer. Large deviation properties of weakly interacting processes via weak convergence methods. 74--102.

Achim Klenke, Leonid Mytnik. Infinite rate mutually catalytic branching in infinitely many colonies: The longtime behavior. 103--129.

Itai Benjamini, Stéphane Boucheron, Gábor Lugosi, Raphaël Rossignol. Sharp threshold for percolation on expanders. 130--145.

Geoffrey R. Grimmett, Alexander E. Holroyd. Lattice embeddings in percolation. 146--161.

Martin Kolb, David Steinsaltz. Quasilimiting behavior for one-dimensional diffusions with killing. 162--212.

Zhen-Qing Chen, Panki Kim, Renming Song. Sharp heat kernel estimates for relativistic stable processes in open sets. 213--244.

Loïc Chaumont, Andreas Kyprianou, Juan Carlos Pardo, Víctor Rivero. Fluctuation theory and exit systems for positive self-similar Markov processes. 245--279.

Gérard Ben Arous, Alexander Fribergh, Nina Gantert, Alan Hammond. Biased random walks on Galton–Watson trees with leaves. 280--338.

Alessandra Bianchi, Anton Bovier, Dmitry Ioffe. Pointwise estimates and exponential laws in metastable systems via coupling methods. 339--371.

Laurent Carraro, Nicole El Karoui, Jan Obłój. On Azéma–Yor processes, their optimal properties and the Bachelier–drawdown equation. 372--400.

Teodor Banica, Stephen Curran, Roland Speicher. De Finetti theorems for easy quantum groups. 401--435.

The Annals of Probability, Volume 40, Number 2 (2012)

Mon, 26 Mar 2012 10:39 EDT

Contents:

Neil O’Connell. Directed polymers and the quantum Toda lattice. 437--458.

Alexander Drewitz, Alejandro F. Ramírez. Quenched exit estimates and ballisticity conditions for higher-dimensional random walk in random environment. 459--534.

Jason Miller, Yuval Peres. Uniformity of the uncovered set of random walk and cutoff for lamplighter chains. 535--577.

Scott Sheffield, Nike Sun. Strong path convergence from Loewner driving function convergence. 578--610.

Dan Romik. Arctic circles, domino tilings and square Young tableaux. 611--647.

Kevin McGoff. Random subshifts of finite type. 648--694.

Pierre Tarrès, Bálint Tóth, Benedek Valkó. Diffusivity bounds for 1D Brownian polymers. 695--713.

Dmitry Ioffe, Yvan Velenik. Crossing random walks and stretched polymers at weak disorder. 714--742.

Jacob van den Berg, Demeter Kiss. Sublinearity of the travel-time variance for dependent first-passage percolation. 743--764.

P. Patie. Law of the absorption time of some positive self-similar Markov processes. 765--787.

Jan van Neerven, Mark Veraar, Lutz Weis. Stochastic maximal L p -regularity. 788--812.

Donald A. Dawson, Zenghu Li. Stochastic equations, flows and measure-valued processes. 813--857.

Masatoshi Fukushima, Toshihiro Uemura. Jump-type Hunt processes generated by lower bounded semi-Dirichlet forms. 858--889.

Peter Kern, Mark M. Meerschaert, Hans-Peter Scheffler. Limit theorems for coupled continuous time random walks. 890--891.

The Annals of Probability, Volume 40, Number 3 (2012)

Fri, 04 May 2012 08:55 EDT

Contents:

Michael Damron, Artëm Sapozhnikov. Limit theorems for 2D invasion percolation. 893--920.

Alan Hammond. Phase separation in random cluster models II: The droplet at equilibrium, and local deviation lower bounds. 921--978.

Jian Ding, Eyal Lubetzky, Yuval Peres. Mixing time of near-critical random graphs. 979--1008.

Nicolas Privault. Girsanov identities for Poisson measures under quasi-nilpotent transformations. 1009--1040.

Yaozhong Hu, Fei Lu, David Nualart. Feynman–Kac formula for the heat equation driven by fractional noise with Hurst parameter H < 1/2. 1041--1068.

Jingchen Liu. Tail approximations of integrals of Gaussian random fields. 1069--1104.

Gérard Letac, Mauro Piccioni. Random continued fractions with beta-hypergeometric distribution. 1105--1134.

Nathan Keller, Elchanan Mossel, Arnab Sen. Geometric influences. 1135--1166.

Romain Abraham, Jean-François Delmas. A continuum-tree-valued Markov process. 1167--1211.

Alexander Grigor’yan, Andras Telcs. Two-sided estimates of heat kernels on metric measure spaces. 1212--1284.

Terence Tao, Van Vu. Random covariance matrices: Universality of local statistics of eigenvalues. 1285--1315.

Étienne Pardoux, Andrey Piatnitski. Homogenization of a singular random one-dimensional PDE with time-varying coefficients. 1316--1356.

Emmanuel Roy. Maharam extension and stationary stable processes. 1357--1374.

Zhen-Qing Chen, Patrick J. Fitzsimmons, Kazuhiro Kuwae, Tu-Sheng Zhang. Errata for Stochastic calculus for symmetric Markov processes. 1375--1376.