VOL. 44 · NO. 4 | July 2016
Ann. Probab. 44 (4), (July 2016) Open Access
No abstract available
Ann. Probab. 44 (4), (July 2016) Open Access
No abstract available
Guillaume Cébron
Ann. Probab. 44 (4), 2427-2478, (July 2016) DOI: 10.1214/15-AOP1024 Open Access
KEYWORDS: random matrices, Free probability, Infinitely divisible distributions, 15B52, 60B15, 46L54, 60E07
Afonso S. Bandeira, Ramon van Handel
Ann. Probab. 44 (4), 2479-2506, (July 2016) DOI: 10.1214/15-AOP1025 Open Access
KEYWORDS: random matrices, spectral norm, nonasymptotic bounds, tail inequalities, 60B20, 46B09, 60F10
Ibrahim Ekren, Nizar Touzi, Jianfeng Zhang
Ann. Probab. 44 (4), 2507-2553, (July 2016) DOI: 10.1214/15-AOP1027 Open Access
KEYWORDS: path dependent PDEs, nonlinear expectation, viscosity solutions, Comparison principle, Perron’s approach, 35D40, 35K10, 60H10, 60H30
F. Baudoin, E. Nualart, C. Ouyang, S. Tindel
Ann. Probab. 44 (4), 2554-2590, (July 2016) DOI: 10.1214/15-AOP1028 Open Access
KEYWORDS: fractional Brownian motion, Rough paths, Malliavin calculus, hitting probability, 60G15, 60H07, 60H10, 65C30
Sandra Cerrai, Michael Salins
Ann. Probab. 44 (4), 2591-2642, (July 2016) DOI: 10.1214/15-AOP1029 Open Access
KEYWORDS: stochastic wave equations, Stochastic parabolic equations, singular perturbations, large deviations, Exit problem, 60H15, 60F10, 35K57, 49J45
Franco Flandoli, Giovanni Zanco
Ann. Probab. 44 (4), 2643-2693, (July 2016) DOI: 10.1214/15-AOP1031 Open Access
KEYWORDS: Path-dependent SDEs, path-dependent PDEs, delay equations, stochastic calculus in Banach spaces, Kolmogorov equations, 60H10, 60H30, 35C99, 35K99
Jonas Kahn
Ann. Probab. 44 (4), 2694-2725, (July 2016) DOI: 10.1214/15-AOP1032 Open Access
KEYWORDS: Poisson line process, SIRSN, scale-invariant random spatial network, Stochastic geometry, spatial network, Random metric space, $\Pi$-geodesic, many directions, 60D05, 90B15, 51F99, 60G55
Alex Bloemendal, Bálint Virág
Ann. Probab. 44 (4), 2726-2769, (July 2016) DOI: 10.1214/15-AOP1033 Open Access
KEYWORDS: Random matrix theory, Finite rank perturbations, spiked model, Tracy–Widom distributions, BBP phase transition, Stochastic Airy operator, 60B20, 60B12
Jean Bérard, Alejandro Ramírez
Ann. Probab. 44 (4), 2770-2816, (July 2016) DOI: 10.1214/15-AOP1034 Open Access
KEYWORDS: Regeneration times, interacting particle systems, front propagation, 60K35, 60F17
Thibaut Mastrolia, Dylan Possamaï, Anthony Réveillac
Ann. Probab. 44 (4), 2817-2857, (July 2016) DOI: 10.1214/15-AOP1035 Open Access
KEYWORDS: BSDEs, Malliavin calculus, density analysis, Nourdin–Viens’ formula, PDEs, 60H10, 60H07
Mark Rudelson, Alex Samorodnitsky, Ofer Zeitouni
Ann. Probab. 44 (4), 2858-2888, (July 2016) DOI: 10.1214/15-AOP1036 Open Access
KEYWORDS: Hafnian, perfect matching, random Gaussian matrices, 60B20, 15B52, 05C70
Noam Berger, Moran Cohen, Ron Rosenthal
Ann. Probab. 44 (4), 2889-2979, (July 2016) DOI: 10.1214/15-AOP1038 Open Access
KEYWORDS: Random walks in random environments, Ballisticity, equivalence of static and dynamic points of view, 60K37, 82D30
Y. V. Fyodorov, B. A. Khoruzhenko, N. J. Simm
Ann. Probab. 44 (4), 2980-3031, (July 2016) DOI: 10.1214/15-AOP1039 Open Access
KEYWORDS: Random matrix theory, mesoscopic regime, logarithmically correlated, fractional Brownian motion, generalized processes, 60B20, 60F17, 60F05, 15B52
Chunhao Cai, Pavel Chigansky, Marina Kleptsyna
Ann. Probab. 44 (4), 3032-3075, (July 2016) DOI: 10.1214/15-AOP1041 Open Access
KEYWORDS: Gaussian processes, innovation representation, linear filtering, fractional processes, equivalence of measures, 60G15, 60G22, 60G30, 60G35
Christophe Garban, Rémi Rhodes, Vincent Vargas
Ann. Probab. 44 (4), 3076-3110, (July 2016) DOI: 10.1214/15-AOP1042 Open Access
KEYWORDS: Liouville quantum gravity, Liouville Brownian motion, Gaussian multiplicative chaos, 60D05, 28A80
Anatolii A. Puhalskii
Ann. Probab. 44 (4), 3111-3186, (July 2016) DOI: 10.1214/15-AOP1043 Open Access
KEYWORDS: The large deviation principle, Diffusion processes, time scale separation, averaging, Empirical processes, 60F10, 60J60, 60F17, 60G57
Back to Top