VOL. 45 · NO. 4 | July 2017
Ann. Probab. 45 (4), (July 2017) Open Access
No abstract available
Ann. Probab. 45 (4), (July 2017) Open Access
No abstract available
Michael B. Marcus, Jay Rosen
Ann. Probab. 45 (4), 2059-2086, (July 2017) DOI: 10.1214/16-AOP1091 Open Access
KEYWORDS: Permanental processes, $M$-matrices, 60K99, 60J55, 60G15, 60G17
Paul Jung, Takashi Owada, Gennady Samorodnitsky
Ann. Probab. 45 (4), 2087-2130, (July 2017) DOI: 10.1214/16-AOP1107 Open Access
KEYWORDS: infinitely divisible process, conservative flow, Harris recurrent Markov chain, functional central limit theorem, self-similar process, pointwise dual ergodicity, Darling–Kac theorem, Fractional stable motion, 60F17, 60G18, 37A40, 60G52
Mohammud Foondun, Wei Liu, McSylvester Omaba
Ann. Probab. 45 (4), 2131-2153, (July 2017) DOI: 10.1214/16-AOP1108 Open Access
KEYWORDS: Stochastic partial differential equations, intermittence, 60H15, 82B44
Francesco Caravenna, Fabio Lucio Toninelli, Niccolò Torri
Ann. Probab. 45 (4), 2154-2209, (July 2017) DOI: 10.1214/16-AOP1109 Open Access
KEYWORDS: Scaling limit, disorder relevance, weak disorder, pinning model, Random polymer, Universality, Free energy, critical curve, Coarse-graining, 82B44, 82D60, 60K35
Jan Obłój, Peter Spoida
Ann. Probab. 45 (4), 2210-2247, (July 2017) DOI: 10.1214/16-AOP1110 Open Access
KEYWORDS: Skorokhod embedding problem, Azéma–Yor embedding, maximum process, Martingale optimal transport, continuous martingale, marginal constraints, 60G40, 60G44
Bob Hough, Yunjiang Jiang
Ann. Probab. 45 (4), 2248-2308, (July 2017) DOI: 10.1214/16-AOP1111 Open Access
KEYWORDS: Random walk on a group, cut-off phenomenon, character theory, saddle point analysis, 60J05, 60B15, 20C15, 43A75
Victor Chernozhukov, Denis Chetverikov, Kengo Kato
Ann. Probab. 45 (4), 2309-2352, (July 2017) DOI: 10.1214/16-AOP1113 Open Access
KEYWORDS: central limit theorem, bootstrap limit theorems, high dimensions, hyperrectangles, sparsely convex sets, 60F05, 62E17
David Gamarnik, Madhu Sudan
Ann. Probab. 45 (4), 2353-2376, (July 2017) DOI: 10.1214/16-AOP1114 Open Access
KEYWORDS: Random graphs, algorithms, 05C80, 60C05, 82-08
Khaled Bahlali, M’hamed Eddahbi, Youssef Ouknine
Ann. Probab. 45 (4), 2377-2397, (July 2017) DOI: 10.1214/16-AOP1115 Open Access
KEYWORDS: quadratic backward stochastic differential equations, nonlinear quadratic PDEs, Krylov’s inequality, Itô–Krylov’s formula, Tanaka’s formula, Local time, 60H10, 60H20
Jean-Christophe Mourrat, Hendrik Weber
Ann. Probab. 45 (4), 2398-2476, (July 2017) DOI: 10.1214/16-AOP1116 Open Access
KEYWORDS: Nonlinear stochastic PDE, stochastic quantisation equation, Quantum field theory, weighted Besov space, 81T27, 81T40, 60H15, 35K55
Thomas Cass, Marcel Ogrodnik
Ann. Probab. 45 (4), 2477-2504, (July 2017) DOI: 10.1214/16-AOP1117 Open Access
KEYWORDS: rough path theory, Dirichlet form, Markov process, tail estimates, 47D07, 60B15, 60G20, 65C30
George Deligiannidis, Zemer Kosloff
Ann. Probab. 45 (4), 2505-2532, (July 2017) DOI: 10.1214/16-AOP1118 Open Access
KEYWORDS: Random walk in random scenery, Relative complexity, Entropy, Fölner sequence, 37A35, 60F05, 37A05
Nina Gantert, Xiaoqin Guo, Jan Nagel
Ann. Probab. 45 (4), 2533-2567, (July 2017) DOI: 10.1214/16-AOP1119 Open Access
KEYWORDS: Random conductance model, Einstein relation, Steady states, 60K37, 60K40, 60J25, 60G10, 82C41
Shankar Bhamidi, Remco van der Hofstad, Gerard Hooghiemstra
Ann. Probab. 45 (4), 2568-2630, (July 2017) DOI: 10.1214/16-AOP1120 Open Access
KEYWORDS: central limit theorem, continuous-time branching processes, Extreme value theory, first passage percolation, hopcount, Malthusian rate of growth, point process convergence, Poisson point process, stable-age distribution, Random graphs, 60C05, 05C80, 90B15
Liping Li, Jiangang Ying
Ann. Probab. 45 (4), 2631-2654, (July 2017) DOI: 10.1214/16-AOP1121 Open Access
KEYWORDS: Regular Dirichlet subspaces, Trace Dirichlet forms, time-changed Brownian motions, 31C25, 60J55, 60J60
Codina Cotar, Debleena Thacker
Ann. Probab. 45 (4), 2655-2706, (July 2017) DOI: 10.1214/16-AOP1122 Open Access
KEYWORDS: Edge-reinforced random walk, Vertex-reinforced random walk, super-linear (strong) reinforcement, attraction set, order statistics, Rubin’s construction, bipartite graphs, 60G50, 60J10, 60K35
Peter K. Friz, Atul Shekhar
Ann. Probab. 45 (4), 2707-2765, (July 2017) DOI: 10.1214/16-AOP1123 Open Access
KEYWORDS: Young integration, Rough paths, Lévy processes, general theory of processes, 60H99
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