VOL. 33 · NO. 5 | September 2005
Ann. Probab. 33 (5), (September 2005)
No abstract available
Ann. Probab. 33 (5), (September 2005)
No abstract available
Jinho Baik, Gérard Ben Arous, Sandrine Péché
Ann. Probab. 33 (5), 1643-1697, (September 2005) DOI: 10.1214/009117905000000233
KEYWORDS: Sample covariance, limit theorem, Tracy–Widom distribution, Airy kernel, Random matrix, 15A52, 41A60, 60F99, 62E20, 62H20
Matthias Heveling, Günter Last
Ann. Probab. 33 (5), 1698-1715, (September 2005) DOI: 10.1214/009117905000000224
KEYWORDS: point process, stationarity, Palm measure, point-map, random graph, tree, point-stationarity, 60G55, 60G10
Michel Benaïm, Olivier Raimond
Ann. Probab. 33 (5), 1716-1759, (September 2005) DOI: 10.1214/009117905000000251
KEYWORDS: Self-interacting random processes, Reinforced processes, 60K35, 37C50, 60H10, 62L20, 37B25
Dimitrios Cheliotis
Ann. Probab. 33 (5), 1760-1781, (September 2005) DOI: 10.1214/009117905000000279
KEYWORDS: diffusion, random environment, Renewal theorem, Brownian motion, Sinai’s walk, favorite point, 60K37, 60G17, 60J65
Gennady Samorodnitsky
Ann. Probab. 33 (5), 1782-1803, (September 2005) DOI: 10.1214/009117905000000305
KEYWORDS: Stable process, stationary process, integral representation, ergodic theory, nonsingular flow, dissipative flow, conservative flow, null flow, positive flow, ergodicity, 60G10, 60G52, 37A40
Ashkan Nikeghbali, Marc Yor
Ann. Probab. 33 (5), 1804-1824, (September 2005) DOI: 10.1214/009117905000000297
KEYWORDS: Random times, progressive enlargement of filtrations, optional stopping theorem, Martingales, general theory of processes, 60G07, 60G40, 60G44
Hakima Bessaih, Massimiliano Gubinelli, Francesco Russo
Ann. Probab. 33 (5), 1825-1855, (September 2005) DOI: 10.1214/009117905000000323
KEYWORDS: Vortex filaments, rough path theory, path-wise stochastic integration, 60H05, 76B47
Richard F. Bass, Jay Rosen
Ann. Probab. 33 (5), 1856-1885, (September 2005) DOI: 10.1214/009117905000000215
KEYWORDS: ‎range‎, Random walks, invariance principle, Intersection local time, Wiener sausage, Brownian motion
Christian Borgs, Jennifer T. Chayes, Gordon Slade, Joel Spencer, Remco van der Hofstad
Ann. Probab. 33 (5), 1886-1944, (September 2005) DOI: 10.1214/009117905000000260
KEYWORDS: random graph, phase transition, Lace expansion, Triangle condition, percolation, 05C80, 60K35, 82B43
Mathew D. Penrose
Ann. Probab. 33 (5), 1945-1991, (September 2005) DOI: 10.1214/009117905000000206
KEYWORDS: central limit theorem, White noise, Minimal spanning tree, empirical process, on-line nearest-neighbor graph, percolation, 60F05, 60D05, 05C80, 60K35
Dimitrios G. Konstantinides, Thomas Mikosch
Ann. Probab. 33 (5), 1992-2035, (September 2005) DOI: 10.1214/009117905000000350
KEYWORDS: stochastic recurrence equation, large deviations, regular variation, ruin probability, 60F10, 91B30, 60G70, 60G35
D. Siegmund, B. Yakir
Ann. Probab. 33 (5), 2036-2042, (September 2005) DOI: 10.1214/009117905000000314
KEYWORDS: Almost supermartingale, fixed point, urn model, 60G48, 60F15, 60C05
N. Haydn, Y. Lacroix, S. Vaienti
Ann. Probab. 33 (5), 2043-2050, (September 2005) DOI: 10.1214/009117905000000242
KEYWORDS: asymptotic distribution, hitting, return times, Kac, 37A05, 37A50, 60F05, 28D05
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