VOL. 45 · NO. 4 | July 2017
Ann. Probab. 45 (4), (July 2017)
No abstract available
Ann. Probab. 45 (4), (July 2017)
No abstract available
Michael B. Marcus, Jay Rosen
Ann. Probab. 45 (4), 2059-2086, (July 2017) DOI: 10.1214/16-AOP1091
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
KEYWORDS: Young integration, Rough paths, Lévy processes, general theory of processes, 60H99
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