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Articles
Dmitry Rokhlin
Electron. Commun. Probab. 12, 1-8, (2007) DOI: 10.1214/ECP.v12-1240
KEYWORDS: martingale selection, Arbitrage, price bounds, constraints, Transaction costs, 60G42, 91B24
Andreas Lagerås
Electron. Commun. Probab. 12, 9-20, (2007) DOI: 10.1214/ECP.v12-1245
KEYWORDS: population model, Coalescent, mutations, exchangeability, sampling formula, 60G09, 60G57, 92D25
Arup Bose, Arnab Sen
Electron. Commun. Probab. 12, 21-27, (2007) DOI: 10.1214/ECP.v12-1243
KEYWORDS: Large dimensional random matrix, Eigenvalues, Wigner matrix, Toeplitz matrix, Hankel matrix, spectral norm, 60F99, 60F05, 60F15
Alex Iksanov, Martin Möhle
Electron. Commun. Probab. 12, 28-35, (2007) DOI: 10.1214/ECP.v12-1253
KEYWORDS: coupling, Random recursive tree, Random walk, Stable limit, 60F05, 60G50, 05C05, 60E07
Vladislav Kargin
Electron. Commun. Probab. 12, 36-50, (2007) DOI: 10.1214/ECP.v12-1250
KEYWORDS: central limit theorem, Lindeberg method, Free probability, Free convolution, Free independence, 46L54, 60F05
Wei Huang, Li-Xin Zhang
Electron. Commun. Probab. 12, 51-56, (2007) DOI: 10.1214/ECP.v12-1255
KEYWORDS: product of sums of r.v, central limit theorem, invariance of principle, 60F15, 60F05
Toshihiro Uemura
Electron. Commun. Probab. 12, 57-65, (2007) DOI: 10.1214/ECP.v12-1256
KEYWORDS: jump-type Dirichlet form, Siverstein extension, extended Dirichlet space, 31C25, 60J75
Kazumasa Kuwada, Karl-Theodor Sturm
Electron. Commun. Probab. 12, 66-72, (2007) DOI: 10.1214/ECP.v12-1160
KEYWORDS: Brownian motion, Manifold, optimal coupling, Kendall-Cranston coupling, 60D05, 58J65
Paul Bourgade, Takahiko Fujita, Marc Yor
Electron. Commun. Probab. 12, 73-80, (2007) DOI: 10.1214/ECP.v12-1244
KEYWORDS: Cauchy variables, stable variables, Planar Brownian motion, Euler numbers
John Harris, Simon Harris
Electron. Commun. Probab. 12, 81-92, (2007) DOI: 10.1214/ECP.v12-1259
KEYWORDS: Branching Brownian motion with absorption, Spine constructions, Additive martingales, 60J80
Arup Bose, Amites Dasgupta, Krishanu Maulik
Electron. Commun. Probab. 12, 93-105, (2007) DOI: 10.1214/ECP.v12-1260
KEYWORDS: Random sequences, triangular array, Maxima, limit distribution, 60G70, 60F05, 60F10
Nicolas Saintier
Electron. Commun. Probab. 12, 106-119, (2007) DOI: 10.1214/ECP.v12-1261
KEYWORDS: Stochastic control, jump diffusion, viscosity solutions, mathematical finance, large investor, 49J20, 49L20, 60J60, 60J75, 35K55
Dan Spitzner, Thomas Boucher
Electron. Commun. Probab. 12, 120-133, (2007) DOI: 10.1214/ECP.v12-1262
KEYWORDS: General state space Markov chains, $F$-regularity, Markov chain central limit theorem, ‎Drazin‎ ‎inverse, fundamental matrix, asymptotic variance
Dante DeBlassie
Electron. Commun. Probab. 12, 134-139, (2007) DOI: 10.1214/ECP.v12-1263
Maxim Krikun
Electron. Commun. Probab. 12, 140-145, (2007) DOI: 10.1214/ECP.v12-1268
KEYWORDS: Poisson process, Riemann map, 60D05
Pierre Patie
Electron. Commun. Probab. 12, 146-160, (2007) DOI: 10.1214/ECP.v12-1265
KEYWORDS: Two-sided exit time, stable Ornstein-Uhlenbeck process, Wright's generalized hypergeometric functions, 60J35, 60G40, 60E07
Tomasz Bojdecki, Luis Gorostiza, Anna Talarczyk
Electron. Commun. Probab. 12, 161-172, (2007) DOI: 10.1214/ECP.v12-1272
KEYWORDS: fractional Brownian motion, weighted fractional Brownian motion, bi-fractional Brownian motion, sub-fractional Brownian motion, negative sub-fractional Brownian motion, long-range dependence, Particle system, 60G18, 60J80
Tadahisa Funaki
Electron. Commun. Probab. 12, 173-183, (2007) DOI: 10.1214/ECP.v12-1271
KEYWORDS: large deviation principle, minimizers, pinned Wiener measure, Scaling limit, Concentration, 60F10, 82B24, 82B31
Bernard Bercu, Wlodek Bryc
Electron. Commun. Probab. 12, 184-199, (2007) DOI: 10.1214/ECP.v12-1273
Arup Bose, Arnab Sen
Electron. Commun. Probab. 12, 200-205, (2007) DOI: 10.1214/ECP.v12-1266
KEYWORDS: Large dimensional random matrix, ‎rank‎, almost sure representation, $1$-dependent sequence, Almost sure convergence, Convergence in distribution, 60F99, 60F05, 60F15
Martin Hutzenthaler, Roland Alkemper
Electron. Commun. Probab. 12, 206-220, (2007) DOI: 10.1214/ECP.v12-1283
KEYWORDS: Duality, graphical representation, Feller's branching diffusion, branching-coalescing particle process, resampling-selection model, stochastic population dynamics, 60K35
Wei-Dong Liu, Zheng-Yan Lin
Electron. Commun. Probab. 12, 221-233, (2007) DOI: 10.1214/ECP.v12-1286
KEYWORDS: Law of the iterated logarithm, Random field, trimmed sums, 60F15
Marcus Spruill
Electron. Commun. Probab. 12, 234-247, (2007) DOI: 10.1214/ECP.v12-1294
KEYWORDS: empiric distribution, dependent arrays, micro-canonical ensemble, Minkowski area, Isoperimetry, 60F17, 52A40, 28A75
N. Raj Rao, Roland Speicher
Electron. Commun. Probab. 12, 248-258, (2007) DOI: 10.1214/ECP.v12-1274
KEYWORDS: random matrices, Free probability, free multiplicative convolution, 46L54, 15A51, 15A52
Céline Jost
Electron. Commun. Probab. 12, 259-266, (2007) DOI: 10.1214/ECP.v12-1298
KEYWORDS: Volterra Gaussian process, self-similar process, Ergodic transformation, fractional Brownian motion, 60G15, 60G18, 37A25
Ming Yang
Electron. Commun. Probab. 12, 267-275, (2007) DOI: 10.1214/ECP.v12-1293
KEYWORDS: Additive L'evy processes, Hausdorff dimension, multiple points, 60G60
Móri Tamás
Electron. Commun. Probab. 12, 276-282, (2007) DOI: 10.1214/ECP.v12-1299
KEYWORDS: Scale free graphs, degree distribution, martingale, 60G42, 05C80
Louis-Pierre Arguin
Electron. Commun. Probab. 12, 283-290, (2007) DOI: 10.1214/ECP.v12-1300
KEYWORDS: Point processes, Poisson-Dirichlet distributions, 60G55, 60G57
Paolo Baldi, Domenico Marinucci, Veeravalli Varadarajan
Electron. Commun. Probab. 12, 291-302, (2007) DOI: 10.1214/ECP.v12-1316
KEYWORDS: isotropic random fields, Fourier expansions, Characterization of Gaussian random fields, 60B15, 60E05, 43A30
Jean Berard, Alejandro Ramirez
Electron. Commun. Probab. 12, 303-314, (2007) DOI: 10.1214/ECP.v12-1317
KEYWORDS: excited random walk, regeneration techniques, 60K35, 60J10
Mark Meckes
Electron. Commun. Probab. 12, 315-325, (2007) DOI: 10.1214/ECP.v12-1313
KEYWORDS: random Toeplitz matrix, random Hankel matrix, spectral norm, 15A52, 60F99
Martin Zerner
Electron. Commun. Probab. 12, 326-335, (2007) DOI: 10.1214/ECP.v12-1314
KEYWORDS: random environment, Random walk, RWRE, transience, Zero-one law, 60K37, 60F20
Christophe Andrieu, Yves Atchade
Electron. Commun. Probab. 12, 336-349, (2007) DOI: 10.1214/ECP.v12-1320
Giovanni Peccati
Electron. Commun. Probab. 12, 350-364, (2007) DOI: 10.1214/ECP.v12-1322
KEYWORDS: Gaussian processes, Malliavin calculus, multiple stochastic integrals, Non-central limit theorems, weak convergence, 60F05, 60G15, 60H05, 60H07
Itai Benjamini, Ariel Yadin, Ofer Zeitouni
Electron. Commun. Probab. 12, 365-376, (2007) DOI: 10.1214/ECP.v12-1321
KEYWORDS: arithmetic progression, random subset, Chen-Stein method, dependency graph, extreme type limit distribution, 60C05
Ravi Montenegro
Electron. Commun. Probab. 12, 377-389, (2007) DOI: 10.1214/ECP.v12-1269
KEYWORDS: Markov chain, Evolving sets, Cheeger inequality, Eigenvalues, 60J10
Sébastien Darses, Ivan Nourdin
Electron. Commun. Probab. 12, 390-400, (2007) DOI: 10.1214/ECP.v12-1324
KEYWORDS: Gradient drift diffusion, Time reversal, Nelson stochastic derivatives, Kolmogorov theorem, Reversible diffusion, Stationary diffusion, Martingale problem, 60J60
Dmitriy Panchenko
Electron. Commun. Probab. 12, 401-410, (2007) DOI: 10.1214/ECP.v12-1326
KEYWORDS: Talagrand's positivity principle, Ghirlanda-Guerra identities, 60K35, 82B44
Jacob van den Berg, Antal Jarai, Balint Vagvolgyi
Electron. Commun. Probab. 12, 411-420, (2007) DOI: 10.1214/ECP.v12-1327
KEYWORDS: Invasion percolation, pond, Critical percolation, 60K35, 82B43
Sonja Cox, Mark Veraar
Electron. Commun. Probab. 12, 421-433, (2007) DOI: 10.1214/ECP.v12-1328
KEYWORDS: tangent sequences, UMD Banach spaces, Martingale difference sequences, Decoupling inequalities, Davis decomposition, 60B05, 46B09, 60G42
Thanh Le Van
Electron. Commun. Probab. 12, 434-441, (2007) DOI: 10.1214/ECP.v12-1331
KEYWORDS: Strong law of large number, Almost sure convergence, $d$-dimensional arrays of random variables, 60F15
Giuseppe Da Prato, Arnaud Debussche, Luciano Tubaro
Electron. Commun. Probab. 12, 442-453, (2007) DOI: 10.1214/ECP.v12-1333
KEYWORDS: Stochastic partial differential equations, White noise, invariant measure, Wick product, 60H15, 81S20
Olle Haggstrom, Jeffrey Rosenthal
Electron. Commun. Probab. 12, 454-464, (2007) DOI: 10.1214/ECP.v12-1336
Tamer Oraby
Electron. Commun. Probab. 12, 465-476, (2007) DOI: 10.1214/ECP.v12-1335
KEYWORDS: random matrices, 60F05
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