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Ann. Inst. H. Poincaré Probab. Statist. 45 (4), (November 2009)
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Ann. Inst. H. Poincaré Probab. Statist. 45 (4), (November 2009)
No abstract available
Articles
P. Gonçalves, C. Landim, C. Toninelli
Ann. Inst. H. Poincaré Probab. Statist. 45 (4), 887-909, (November 2009) DOI: 10.1214/09-AIHP210
KEYWORDS: Hydrodynamic limit, porous medium equation, spectral gap, Degenerate rates, 60K35
Joan-Andreu Lázaro-Camí, Juan-Pablo Ortega
Ann. Inst. H. Poincaré Probab. Statist. 45 (4), 910-931, (November 2009) DOI: 10.1214/08-AIHP189
KEYWORDS: Lie–Scheffers system, superposition rules, Stochastic differential equations, Wei–Norman method, 60H10, 34F05
Albert Raugi
Ann. Inst. H. Poincaré Probab. Statist. 45 (4), 932-942, (November 2009) DOI: 10.1214/08-AIHP302
KEYWORDS: regular conditional probability, Disintegration of probability, Quasi-invariant measures, Ergodic decomposition, 28A50, 28D05, 60A10
Sandra Kliem
Ann. Inst. H. Poincaré Probab. Statist. 45 (4), 943-980, (November 2009) DOI: 10.1214/08-AIHP186
KEYWORDS: Stochastic differential equations, Martingale problem, Degenerate operators, Catalytic branching networks, Diffusions, semigroups, Weighted Hölder norms, perturbations, 60J60, 60J80, 60J35
Rémi Rhodes
Ann. Inst. H. Poincaré Probab. Statist. 45 (4), 981-1001, (November 2009) DOI: 10.1214/08-AIHP190
KEYWORDS: Homogenization‎, random medium, degenerate diffusion, locally stationary environment, 60F17
Tiange Xu, Tusheng Zhang
Ann. Inst. H. Poincaré Probab. Statist. 45 (4), 1002-1019, (November 2009) DOI: 10.1214/08-AIHP192
KEYWORDS: stochastic Navier–Stokes equation, small time asymptotics, large deviation principle, 60H15, 60F10, 35Q30
Dmitry Panchenko
Ann. Inst. H. Poincaré Probab. Statist. 45 (4), 1020-1047, (November 2009) DOI: 10.1214/08-AIHP193
KEYWORDS: Sherrington–Kirkpatrick model, Cavity method, 60K35, 82B44
Pablo A. Ferrari, Patricia Gonçalves, James B. Martin
Ann. Inst. H. Poincaré Probab. Statist. 45 (4), 1048-1064, (November 2009) DOI: 10.1214/08-AIHP303
KEYWORDS: Asymmetric simple exclusion process, Rarefaction fan, Second-class particle, Growth model, 60K35
Françoise Pène, Benoît Saussol
Ann. Inst. H. Poincaré Probab. Statist. 45 (4), 1065-1084, (November 2009) DOI: 10.1214/08-AIHP195
KEYWORDS: Return time, Random walk, Subshift of finite type, recurrence, local limit theorem, 37B20, 37A50, 60Fxx
Mihai Gradinaru, Ivan Nourdin
Ann. Inst. H. Poincaré Probab. Statist. 45 (4), 1085-1098, (November 2009) DOI: 10.1214/08-AIHP196
KEYWORDS: fractional Brownian motion, Weighted power variations, Stochastic differential equation, Milstein’s type scheme, Exact rate of convergence, 60F15, 60G15, 60H05, 60H35
Ryad Husseini, Moritz Kassmann
Ann. Inst. H. Poincaré Probab. Statist. 45 (4), 1099-1115, (November 2009) DOI: 10.1214/08-AIHP208
KEYWORDS: Jump processes, Lévy measure, Feller property, Martingale problem, Integro-differential operators, Harmonic functions, a priori estimates, 60J75, 35B45, 31C05, 47D07
Julien Barral, Benoît Mandelbrot
Ann. Inst. H. Poincaré Probab. Statist. 45 (4), 1116-1129, (November 2009) DOI: 10.1214/08-AIHP198
KEYWORDS: Random functions, Martingales, central limit theorem, Brownian motion, Laws stable under random weighted mean, Fractals, Hausdorff dimension, 60F05, 60F15, 60F17, 60G18, 60G42, 28A78
Gerónimo Uribe Bravo
Ann. Inst. H. Poincaré Probab. Statist. 45 (4), 1130-1149, (November 2009) DOI: 10.1214/08-AIHP304
KEYWORDS: Self-similar fragmentation, Normalized Brownian excursion, 60G18, 60J65
Robert C. Dalang, Carl Mueller
Ann. Inst. H. Poincaré Probab. Statist. 45 (4), 1150-1164, (November 2009) DOI: 10.1214/08-AIHP199
KEYWORDS: Stochastic wave equation, Stochastic partial differential equations, Moment Lyapunov exponents, Intermittency, Stochastic heat equation, 60H15, 37H15, 35L05
Anthony P. Metcalfe, Neil O’Connell, Jon Warren
Ann. Inst. H. Poincaré Probab. Statist. 45 (4), 1165-1184, (November 2009) DOI: 10.1214/08-AIHP305
KEYWORDS: random matrices, RSK correspondence, coupling, interlacing, rank 1 perturbation, random reflection, Pitman’s theorem, reflected Brownian motion, Brownian motion in an alcove, bead model on a cylinder, determinantal point process, random tiling, dimer configuration, 60J99, 60B15, 82B21, 05E10
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