VOL. 45 · NO. 6B | November 2017
Ann. Probab. 45 (6B), (November 2017)
No abstract available
Ann. Probab. 45 (6B), (November 2017)
No abstract available
Martin Hairer, Hao Shen
Ann. Probab. 45 (6B), 4167-4221, (November 2017) DOI: 10.1214/16-AOP1162
KEYWORDS: KPZ equation, central limit theorem, Wiener Chaos, Cumulants, 60H15, 35K55, 60H30
Béla Bollobás, Hugo Duminil-Copin, Robert Morris, Paul Smith
Ann. Probab. 45 (6B), 4222-4272, (November 2017) DOI: 10.1214/16-AOP1163
KEYWORDS: Bootstrap percolation, monotone cellular automata, Duarte model, critical probability, sharp threshold, 60K35, 60C05
Adam Jakubowski, Markus Riedle
Ann. Probab. 45 (6B), 4273-4306, (November 2017) DOI: 10.1214/16-AOP1164
KEYWORDS: Cylindrical Lévy processes, stochastic integration, decoupled tangent sequence, cylindrical Brownian motion, Random measures, 60H05, 60B11, 60G20, 28C20
Gady Kozma, Bálint Tóth
Ann. Probab. 45 (6B), 4307-4347, (November 2017) DOI: 10.1214/16-AOP1166
KEYWORDS: Random walk in random environment, central limit theorem, Kipnis–Varadhan theory, sector condition, 60F05, 60G99, 60K37
Gerold Alsmeyer, Zakhar Kabluchko, Alexander Marynych
Ann. Probab. 45 (6B), 4348-4388, (November 2017) DOI: 10.1214/16-AOP1167
KEYWORDS: Poisson–Dirichlet coalescent, leader-election procedure, Absorption time, random recursion, tetration, iterated logarithm, records, 60F05, 60G55, 60J10
Robert C. Dalang, Thomas Humeau
Ann. Probab. 45 (6B), 4389-4418, (November 2017) DOI: 10.1214/16-AOP1168
KEYWORDS: Lévy white noise, Lévy process, Lévy random field, tempered distribution, positive absolute moment, 60G51, 60G60, 60G20, 60H40
Nina Gantert, Steven Soojin Kim, Kavita Ramanan
Ann. Probab. 45 (6B), 4419-4476, (November 2017) DOI: 10.1214/16-AOP1169
KEYWORDS: large deviations, random projections, $\ell^{p}$-balls, annealed and quenched large deviations, self-normalized large deviations, central limit theorem for convex sets, variational formula, 60F10, 52A20, 60K37, 60D05
Andreas Basse-O’Connor, Raphaël Lachièze-Rey, Mark Podolskij
Ann. Probab. 45 (6B), 4477-4528, (November 2017) DOI: 10.1214/16-AOP1170
KEYWORDS: power variation, limit theorems, moving averages, fractional processes, stable convergence, High frequency data, 60F05, 60F15, 60G22, 60G48, 60H05
Amir Dembo, Li-Cheng Tsai
Ann. Probab. 45 (6B), 4529-4560, (November 2017) DOI: 10.1214/16-AOP1171
KEYWORDS: Equilibrium fluctuation, fractional Brownian motion, Interacting particles, reflected Brownian motion, Stochastic heat equation, 60K35, 60H15, 82C22
Yaozhong Hu, Jingyu Huang, Khoa Lê, David Nualart, Samy Tindel
Ann. Probab. 45 (6B), 4561-4616, (November 2017) DOI: 10.1214/16-AOP1172
KEYWORDS: Stochastic heat equation, fractional Brownian motion, Feynman–Kac formula, Wiener chaos expansion, Intermittency, 60G15, 60H07, 60H10, 65C30
Antonio Auffinger, Wei-Kuo Chen
Ann. Probab. 45 (6B), 4617-4631, (November 2017) DOI: 10.1214/16-AOP1173
KEYWORDS: Spin glasses, Ground state energy, Parisi formula, 60K35
Stéphane Crépey, Shiqi Song
Ann. Probab. 45 (6B), 4632-4674, (November 2017) DOI: 10.1214/17-AOP1174
KEYWORDS: random time, Enlargement of filtration, measure change, mathematical finance, 60G07, 60G44
David Campos, Alejandro F. Ramírez
Ann. Probab. 45 (6B), 4675-4699, (November 2017) DOI: 10.1214/17-AOP1175
KEYWORDS: Random walk in random environment, Green function, invariant measure, 60K37, 82C41, 82D30
Robert C. Dalang, Carl Mueller, Yimin Xiao
Ann. Probab. 45 (6B), 4700-4751, (November 2017) DOI: 10.1214/17-AOP1176
KEYWORDS: hitting probabilities, polarity of points, critical dimension, harmonizable representation, Stochastic partial differential equations, 60G15, 60J45, 60G60
Francis Comets, Serguei Popov
Ann. Probab. 45 (6B), 4752-4785, (November 2017) DOI: 10.1214/17-AOP1177
KEYWORDS: Random interlacements, Vacant set, critical regime, Simple random walk, Doob’s $h$-transform, annular domain, 60K35, 60G50, 82C41
Nathalie Eisenbaum, Franck Maunoury
Ann. Probab. 45 (6B), 4786-4820, (November 2017) DOI: 10.1214/17-AOP1179
KEYWORDS: permanental vector, negative binomial distribution, $M$-matrix, Gaussian vector, matrix cycles, permanent, determinant, Infinite divisibility, 60G15, 60E05, 60E07, 60E10, 15A15, 15B48
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