VOL. 36 · NO. 6 | November 2008
Ann. Probab. 36 (6), (November 2008)
No abstract available
Ann. Probab. 36 (6), (November 2008)
No abstract available
Dmitry Dolgopyat, Leonid Koralov
Ann. Probab. 36 (6), 1999-2049, (November 2008) DOI: 10.1214/07-AOP372
KEYWORDS: averaging, Markov process, Diophantine condition, Hamiltonian flow, gluing conditions, diffusion on a graph, 60J60, 34E10
Martin Hairer, Jonathan C. Mattingly
Ann. Probab. 36 (6), 2050-2091, (November 2008) DOI: 10.1214/08-AOP392
KEYWORDS: stochastic PDEs, Wasserstein distance, ergodicity, Mixing, spectral gap, 37A30, 37A25, 60H15
Jin Ma, Jianfeng Zhang, Ziyu Zheng
Ann. Probab. 36 (6), 2092-2125, (November 2008) DOI: 10.1214/08-AOP0383
KEYWORDS: forward–backward stochastic differential equations, weak solutions, Martingale problems, viscosity solutions, uniqueness, 60H10, 35K55, 60H30
Leonid (Aryeh) Kontorovich, Kavita Ramanan
Ann. Probab. 36 (6), 2126-2158, (November 2008) DOI: 10.1214/07-AOP384
KEYWORDS: concentration inequality, McDiarmid’s bound, bounded martingale differences, Markov chains, contracting Markov chains, hidden Markov chains, mixing coefficients, 60E15, 60J10, 60G42
Ivan Nourdin
Ann. Probab. 36 (6), 2159-2175, (November 2008) DOI: 10.1214/07-AOP385
KEYWORDS: fractional Brownian motion, Breuer and Major theorem, weighted quadratic variation, weighted cubic variation, Exact rate of convergence, Malliavin calculus, 60F05, 60G15, 60H07
Olav Kallenberg
Ann. Probab. 36 (6), 2176-2214, (November 2008) DOI: 10.1214/07-AOP386
KEYWORDS: Measure-valued branching diffusions, Super-Brownian motion, historical clusters, local distributions, neighborhood measures, hitting probabilities, Palm distributions, self-similarity, moment densities, Local extinction, 60G57, 60J60, 60J80
Patrizia Berti, Luca Pratelli, Pietro Rigo
Ann. Probab. 36 (6), 2215-2234, (November 2008) DOI: 10.1214/07-AOP387
KEYWORDS: ergodicity, Gibbs sampler, iterated conditional expectation, Markov chain, Strong law of large numbers, sufficiency, 60A05, 60A10, 60J22, 65C05
Jean Picard
Ann. Probab. 36 (6), 2235-2279, (November 2008) DOI: 10.1214/07-AOP388
KEYWORDS: Lebesgue–Stieltjes integrals, Rough paths, Real trees, variations of paths, fractional Brownian motion, Lévy processes, 60G17, 60H05, 26A42
Omar El-Dakkak, Giovanni Peccati
Ann. Probab. 36 (6), 2280-2310, (November 2008) DOI: 10.1214/07-AOP389
KEYWORDS: exchangeable sequences, Hoeffding decompositions, Pólya urns, weak independence, 60G09, 60G99
Richard F. Bass, Krzysztof Burdzy
Ann. Probab. 36 (6), 2311-2331, (November 2008) DOI: 10.1214/08-AOP390
KEYWORDS: Pathwise uniqueness, Reflecting Brownian motion, Local time, strong solutions, Harmonic functions, 60J65, 60H10
Clément Pellegrini
Ann. Probab. 36 (6), 2332-2353, (November 2008) DOI: 10.1214/08-AOP391
KEYWORDS: Quantum trajectory, stochastic integral convergence, stochastic process, 60F05, 60G35, 60J60
Alexander Roitershtein
Ann. Probab. 36 (6), 2354-2387, (November 2008) DOI: 10.1214/08-AOP393
KEYWORDS: central limit theorem, environment viewed from the particle, hitting times, random walks on a strip, random environment, Renewal structure, Strong law of large numbers, 60K37, 60F05, 60F10
Francesco Caravenna, Jean-Dominique Deuschel
Ann. Probab. 36 (6), 2388-2433, (November 2008) DOI: 10.1214/08-AOP395
KEYWORDS: pinning model, wetting model, phase transition, Entropic repulsion, Markov renewal theory, local limit theorem, Perron–Frobenius theorem, 60K35, 60F05, 82B41
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