VOL. 37 · NO. 6 | November 2009
Ann. Probab. 37 (6), (November 2009)
No abstract available
Ann. Probab. 37 (6), (November 2009)
No abstract available
Ann. Probab. 37 (6), (November 2009)
No abstract available
Ann. Probab. 37 (6), (November 2009)
No abstract available
Ciprian A. Tudor, Frederi G. Viens
Ann. Probab. 37 (6), 2093-2134, (November 2009) DOI: 10.1214/09-AOP459
KEYWORDS: Multiple stochastic integral, Hermite process, fractional Brownian motion, Rosenblatt process, Malliavin calculus, noncentral limit theorem, Quadratic Variation, Hurst parameter, self-similarity, statistical estimation, 60F05, 60H05, 60G18, 62F12
Michael Hochman
Ann. Probab. 37 (6), 2135-2149, (November 2009) DOI: 10.1214/09-AOP460
KEYWORDS: ergodic theorem, Shannon–McMillan–Breiman theorem, upcrossing inequalities entropy, Kolmogorov complexity, Almost everywhere convergence, 37A30, 37A35, 60G10, 60G17, 94A17, 68Q30
Gesine Reinert, Adrian Röllin
Ann. Probab. 37 (6), 2150-2173, (November 2009) DOI: 10.1214/09-AOP467
KEYWORDS: Stein’s method, Multivariate normal approximation, Exchangeable pairs, 60F05, 62E17
Vidmantas Bentkus, Bing-Yi Jing, Wang Zhou
Ann. Probab. 37 (6), 2174-2199, (November 2009) DOI: 10.1214/09-AOP474
KEYWORDS: U-statistics, Berry–Esseen bound, rate of convergence, central limit theorem, normal approximations, Self-normalized, Studentized U-statistics, 62E20
Ivan Nourdin, Anthony Réveillac
Ann. Probab. 37 (6), 2200-2230, (November 2009) DOI: 10.1214/09-AOP473
KEYWORDS: fractional Brownian motion, quartic process, change of variable formula, weighted quadratic variations, Malliavin calculus, weak convergence, 60F05, 60H05, 60G15, 60H07
Ivan Nourdin, Giovanni Peccati
Ann. Probab. 37 (6), 2231-2261, (November 2009) DOI: 10.1214/09-AOP461
KEYWORDS: Berry–Esseen bounds, Breuer–Major CLT, Brownian sheet, fractional Brownian motion, local Edgeworth expansions, Malliavin calculus, multiple stochastic integrals, Normal approximation, Optimal rates, quadratic functionals, Stein’s method, Toeplitz quadratic forms, 60F05, 60G15, 60H05, 60H07
Iva Špakulová
Ann. Probab. 37 (6), 2262-2296, (November 2009) DOI: 10.1214/09-AOP458
KEYWORDS: bond percolation, random processes on graphs, virtually free groups, special linear group, 60K35, 60D05, 20P05
Michael Damron, Artëm Sapozhnikov, Bálint Vágvölgyi
Ann. Probab. 37 (6), 2297-2331, (November 2009) DOI: 10.1214/09-AOP462
KEYWORDS: Invasion percolation, invasion ponds, Critical percolation, Near-critical percolation, correlation length, scaling relations, Incipient infinite cluster, singularity, 60K35, 82B43
Shirshendu Chatterjee, Rick Durrett
Ann. Probab. 37 (6), 2332-2356, (November 2009) DOI: 10.1214/09-AOP471
KEYWORDS: contact process, power-law random graph, epidemic threshold, 60K35, 05C80
Lorenzo Bertini, Claudio Landim, Mustapha Mourragui
Ann. Probab. 37 (6), 2357-2403, (November 2009) DOI: 10.1214/09-AOP472
KEYWORDS: Exclusion process, large deviations, stationary nonequilibrium states, 82C22, 60F10, 82C35
Yaozhong Hu, David Nualart, Jian Song
Ann. Probab. 37 (6), 2404-2430, (November 2009) DOI: 10.1214/09-AOP464
KEYWORDS: fractional Brownian motion, fractional martingale, Lévy’s characterization theorem, β-variation, 60G44, 60J65, 60G15, 26A45
Thomas Duquesne
Ann. Probab. 37 (6), 2431-2458, (November 2009) DOI: 10.1214/09-AOP468
KEYWORDS: Super-Brownian motion, Brownian snake, ‎range‎, exact packing measure, 60G57, 60J80, 28A78
Miklós Rásonyi, Walter Schachermayer, Richard Warnung
Ann. Probab. 37 (6), 2459-2479, (November 2009) DOI: 10.1214/09-AOP469
KEYWORDS: Brownian motion with drift, stochastic integral, Enlargement of filtration, Lévy transform, 60H05, 60G44, 60G05, 60H10
Nathael Gozlan
Ann. Probab. 37 (6), 2480-2498, (November 2009) DOI: 10.1214/09-AOP470
KEYWORDS: concentration of measure, Transportation-cost inequalities, Sanov’s theorem, Logarithmic-Sobolev inequalities, 60E15, 60F10, 26D10
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