VOL. 33 · NO. 3 | May 2005
Ann. Probab. 33 (3), (May 2005)
No abstract available
Ann. Probab. 33 (3), (May 2005)
No abstract available
Davar Khoshnevisan, Yimin Xiao
Ann. Probab. 33 (3), 841-878, (May 2005) DOI: 10.1214/009117904000001026
KEYWORDS: Lévy and additive Lévy processes, image, capacity, Hausdorff dimension, Self-intersection, 60J25, 28A80, 60G51, 60G17
Eric Cator, Piet Groeneboom
Ann. Probab. 33 (3), 879-903, (May 2005) DOI: 10.1214/009117905000000053
KEYWORDS: Longest increasing subsequence, Ulam’s problem, Hammersley’s process, local Poisson convergence, totally asymmetric simple exclusion processes (TASEP), second-class particles, Burke’s theorem, 60C05, 60K35, 60F05
J. Theodore Cox, Edwin A. Perkins
Ann. Probab. 33 (3), 904-947, (May 2005) DOI: 10.1214/009117904000000973
KEYWORDS: Lotka–Volterra, voter model, Super-Brownian motion, spatial competition, coalescing random walk, 60K35, 60G57, 60F17, 60J80
Yaozhong Hu, David Nualart
Ann. Probab. 33 (3), 948-983, (May 2005) DOI: 10.1214/009117905000000017
KEYWORDS: fractional Brownian motion, Self-intersection local time, Wiener chaos development, renormalization, central limit theorem, 60G15, 60G18, 60F05, 60F25, 60H30
Richard Bass, Xia Chen, Jay Rosen
Ann. Probab. 33 (3), 984-1013, (May 2005) DOI: 10.1214/009117904000001099
KEYWORDS: large deviations, Stable processes, Intersection local time, Law of the iterated logarithm, self-intersections, 60J55, 60G52
Xia Chen
Ann. Probab. 33 (3), 1014-1059, (May 2005) DOI: 10.1214/009117905000000035
KEYWORDS: Intersection of ranges, Random walks, Moderate deviations, Law of the iterated logarithm, Gagliardo–Nirenberg inequality, 60D05, 60F10, 60F15, 60G50
T. Klein, E. Rio
Ann. Probab. 33 (3), 1060-1077, (May 2005) DOI: 10.1214/009117905000000044
KEYWORDS: Empirical processes, Rademacher processes, Talagrand’s inequality, tensorization of entropy, Moderate deviations, Bennett’s inequality, concentration around the mean, 60E15, 60F10
Arnaud Debussche, Anne de Bouard
Ann. Probab. 33 (3), 1078-1110, (May 2005) DOI: 10.1214/009117904000000964
KEYWORDS: Nonlinear Schrödinger equations, Stochastic partial differential equations, White noise, Blow-up, variance identity, Support theorem, 35Q55, 60H15, 76B35, 60H30, 60J60
E. Pardoux, A. Yu. Veretennikov
Ann. Probab. 33 (3), 1111-1133, (May 2005) DOI: 10.1214/009117905000000062
KEYWORDS: Poisson equation, degenerate diffusion, diffusion approximation, 60F17, 60J60, 35J70
Florent Benaych-Georges
Ann. Probab. 33 (3), 1134-1170, (May 2005) DOI: 10.1214/009117904000000982
KEYWORDS: random matrices, Free probability, asymptotic freeness, Free convolution, Marchenko–Pastur distribution, Infinitely divisible distributions, 15A52, 46L54, 60E07, 60F05
Fabio Maccheroni, Massimo Marinacci
Ann. Probab. 33 (3), 1171-1178, (May 2005) DOI: 10.1214/009117904000001062
KEYWORDS: Capacities, Choquet integral, Strong law of large numbers, contents, Measures, outer measures, strong theorems, 28A12, 60F15
Zengjing Chen, Tao Chen, Matt Davison
Ann. Probab. 33 (3), 1179-1199, (May 2005) DOI: 10.1214/009117904000001053
KEYWORDS: Backward stochastic differential equation (BSDE), g-expectation, representation theorem of g-expectation, Choquet-expectation, 60H10, 60G48
Philippe Flajolet, Joaquim Gabarró, Helmut Pekari
Ann. Probab. 33 (3), 1200-1233, (May 2005) DOI: 10.1214/009117905000000026
KEYWORDS: urn model, Pólya urn, large deviations, Analytic function, elliptic function, search tree, 60C05, 33E05, 41A60, 60K99, 60Fxx
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