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Ann. Inst. H. Poincaré Probab. Statist. 47 (3), (August 2011)
No abstract available
Ann. Inst. H. Poincaré Probab. Statist. 47 (3), (August 2011)
No abstract available
Articles
F. Cérou, P. Del Moral, A. Guyader
Ann. Inst. H. Poincaré Probab. Statist. 47 (3), 629-649, (August 2011) DOI: 10.1214/10-AIHP358
KEYWORDS: interacting particle systems, Feynman–Kac semigroups, Nonasymptotic estimates, Genetic algorithms, Boltzmann–Gibbs measures, Monte Carlo models, Rare events, 47D08, 60C05, 60K35, 65C35, 31B10, 60J80, 65C05, 92D25
Jun Masamune, Toshihiro Uemura
Ann. Inst. H. Poincaré Probab. Statist. 47 (3), 650-662, (August 2011) DOI: 10.1214/09-AIHP368
KEYWORDS: Conservation property, Symmetric Dirichlet forms with jumps, Derivation property, 60J75, 31C25, 35R09
Nina Gantert, Jonathon Peterson
Ann. Inst. H. Poincaré Probab. Statist. 47 (3), 663-678, (August 2011) DOI: 10.1214/10-AIHP378
KEYWORDS: Random walk in random environment, Moderate deviations, 60K37
Oleg Loukianov, Dasha Loukianova, Shiqi Song
Ann. Inst. H. Poincaré Probab. Statist. 47 (3), 679-698, (August 2011) DOI: 10.1214/10-AIHP380
KEYWORDS: recurrence, Linear Markov process, Exponential moments, hitting times, Poincaré inequality, spectral gap, Dirichlet form, 60J25, 60J35, 60J60
Viorel Barbu, Giuseppe Da Prato, Luciano Tubaro
Ann. Inst. H. Poincaré Probab. Statist. 47 (3), 699-724, (August 2011) DOI: 10.1214/10-AIHP381
KEYWORDS: Neumann problem, Ornstein–Uhlenbeck operator, Kolmogorov operator, Reflection problem, Infinite-dimensional analysis, 60J60, 47D07, 15A63, 31C25
Amarjit Budhiraja, Paul Dupuis, Vasileios Maroulas
Ann. Inst. H. Poincaré Probab. Statist. 47 (3), 725-747, (August 2011) DOI: 10.1214/10-AIHP382
KEYWORDS: Variational representations, Poisson random measure, Infinite-dimensional Brownian motion, large deviations, Jump-diffusions, 60F10, 60G51, 60H15
Arnak Dalalyan, Nakahiro Yoshida
Ann. Inst. H. Poincaré Probab. Statist. 47 (3), 748-789, (August 2011) DOI: 10.1214/10-AIHP383
KEYWORDS: Edgeworth expansion, Covariation estimation, diffusion process, Asynchronous observations, Poisson sampling, 60G44, 62M09
A. Gaudillière, J. Reygner
Ann. Inst. H. Poincaré Probab. Statist. 47 (3), 790-812, (August 2011) DOI: 10.1214/10-AIHP385
KEYWORDS: Metropolis algorithm, Markov chain, sampling, mixing time, Product measure, Conservative dynamics, 60J10, 82C44
Jean-Christophe Mourrat
Ann. Inst. H. Poincaré Probab. Statist. 47 (3), 813-849, (August 2011) DOI: 10.1214/10-AIHP387
KEYWORDS: Random walk in random environment, Trap model, Stable process, Fractional kinetics, 60K37, 60G52, 60F17, 82D30
Alain Comtet, Yves Tourigny
Ann. Inst. H. Poincaré Probab. Statist. 47 (3), 850-874, (August 2011) DOI: 10.1214/10-AIHP390
KEYWORDS: Diffusion processes, Continued fraction, Riccati equation, Excursions, Stieltjes transform, 60J60, 30B70
Vincent Vigon
Ann. Inst. H. Poincaré Probab. Statist. 47 (3), 875-916, (August 2011) DOI: 10.1214/10-AIHP391
KEYWORDS: Markov chains, Random walks, LU-factorization, Path-decomposition, fluctuation theory, Probabilistic potential theory, Infinite matrices, Martin boundary, 60J10, 60J45, 47A68, 15A23, 60J50
A. E. Kyprianou, P. Patie
Ann. Inst. H. Poincaré Probab. Statist. 47 (3), 917-928, (August 2011) DOI: 10.1214/10-AIHP398
KEYWORDS: Positive self-similar Markov process, Ciesielski–Taylor identity, spectrally negative Lévy process, Bessel processes, Stable processes, Lamperti-stable processes, 60G18, 60G51, 60B52
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