VOL. 39 · NO. 6 | November 2011
 
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Frontmatter
Ann. Probab. 39 (6), (November 2011)
No abstract available
Ann. Probab. 39 (6), (November 2011)
No abstract available
Articles
Rick Durrett, Daniel Remenik
Ann. Probab. 39 (6), 2043-2078, (November 2011) DOI: 10.1214/10-AOP601
KEYWORDS: Branching-selection system, Branching random walk, free boundary equation, Wiener–Hopf equation, traveling wave solutions, 60J99, 60J80, 35R35, 35C07, 60F99
Fabienne Castell, Nadine Guillotin-Plantard, Françoise Pène, Bruno Schapira
Ann. Probab. 39 (6), 2079-2118, (November 2011) DOI: 10.1214/10-AOP606
KEYWORDS: Random walk in random scenery, random walk on randomly oriented lattices, local limit theorem, Stable process, 60F05, 60G52
Edward Crane, Nicholas Georgiou, Stanislav Volkov, Andrew R. Wade, Robert J. Waters
Ann. Probab. 39 (6), 2119-2177, (November 2011) DOI: 10.1214/10-AOP605
KEYWORDS: urn model, recurrence classification, Oriented percolation, uniform renewal process, two-dimensional linear birth and death process, Bessel process, coupling, Eulerian numbers, 60J10, 60J25, 60K05, 60K35
Michel Benaïm, Pierre Tarrès
Ann. Probab. 39 (6), 2178-2223, (November 2011) DOI: 10.1214/10-AOP609
KEYWORDS: reinforced random walks, Martingales, random perturbations of dynamical systems, replicator dynamics, entropy function, 60G50, 60J10, 60K35, 34F05
Nicolas Curien, Jean-François Le Gall
Ann. Probab. 39 (6), 2224-2270, (November 2011) DOI: 10.1214/10-AOP608
KEYWORDS: Triangulation of the disk, noncrossing chords, Hausdorff dimension, geodesic lamination, Fragmentation process, random recursive construction, 60D05, 60J80, 05C80
Leonid V. Bogachev, Sakhavat M. Zarbaliev
Ann. Probab. 39 (6), 2271-2317, (November 2011) DOI: 10.1214/10-AOP607
KEYWORDS: Convex lattice polygonal lines, limit shape, Randomization, local limit theorem, 52A22, 05A17, 60F05, 05D40
Alexander Goldenshluger, Oleg Lepski
Ann. Probab. 39 (6), 2318-2384, (November 2011) DOI: 10.1214/10-AOP595
KEYWORDS: Empirical processes, Concentration inequalities, kernel density estimation, regression, 60E15, 62G07, 62G08
Violetta Bernyk, Robert C. Dalang, Goran Peskir
Ann. Probab. 39 (6), 2385-2423, (November 2011) DOI: 10.1214/10-AOP598
KEYWORDS: optimal prediction, Optimal stopping, ultimate supremum, Stable Lévy process with no negative jumps, Spectrally positive, fractional free-boundary problem, Riemann–Liouville fractional derivative, Caputo fractional derivative, stochastic process reflected at its supremum, infinitesimal generator, weakly singular Volterra integral equation, polar kernel, smooth fit, curved boundary, 60G40, 60J75, 45J05, 60G25, 47G20, 26A33
Mathias Beiglböck, Walter Schachermayer, Bezirgen Veliyev
Ann. Probab. 39 (6), 2424-2440, (November 2011) DOI: 10.1214/10-AOP602
KEYWORDS: Bichteler–Dellacherie theorem, Doob–Meyer decomposition, Arbitrage, Komlós’ lemma, 60G05, 60H05, 91G99
István Berkes, Siegfried Hörmann, Johannes Schauer
Ann. Probab. 39 (6), 2441-2473, (November 2011) DOI: 10.1214/10-AOP603
KEYWORDS: Stationary processes, Strong invariance principle, KMT approximation, Dependence, increments of partial sums, 60F17, 60G10, 60G17
David Applebaum
Ann. Probab. 39 (6), 2474-2496, (November 2011) DOI: 10.1214/10-AOP604
KEYWORDS: Infinite divisibility, central measure, compact Lie group, Casimir operator, Sobolev space, convolution semigroup, Hunt semigroup, ‎pseudo-differential operator, symbol, Transition density, 60B15, 60G51, 47D07, 43A05, 35K08
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