VOL. 44 · NO. 4 | July 2016
Ann. Probab. 44 (4), (July 2016)
No abstract available
Ann. Probab. 44 (4), (July 2016)
No abstract available
Guillaume Cébron
Ann. Probab. 44 (4), 2427-2478, (July 2016) DOI: 10.1214/15-AOP1024
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
KEYWORDS: The large deviation principle, Diffusion processes, time scale separation, averaging, Empirical processes, 60F10, 60J60, 60F17, 60G57
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