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Articles
Christoph Kühn, Marc Teusch
Electron. Commun. Probab. 16, 1-8, (2011) DOI: 10.1214/ECP.v16-1591
KEYWORDS: power variation, path properties, stopping times, 60G07, 60G17, 60G40
Adam Osekowski
Electron. Commun. Probab. 16, 9-21, (2011) DOI: 10.1214/ECP.v16-1593
KEYWORDS: martingale, Differential subordination, moment inequality, weak-type inequality, 60G44, 60G42
Olivier Couronné, Nathanaël Enriquez, Lucas Gerin
Electron. Commun. Probab. 16, 22-28, (2011) DOI: 10.1214/ECP.v16-1595
KEYWORDS: first passage percolation, Time constant, limit shape, 60K35, 82B43
Agnes Backhausz
Electron. Commun. Probab. 16, 29-37, (2011) DOI: 10.1214/ECP.v16-1598
KEYWORDS: preferential attachment, Random trees, urn models, 05C80, 60C05, 60F15
Tomasz Tkocz
Electron. Commun. Probab. 16, 38-49, (2011) DOI: 10.1214/ECP.v16-1599
KEYWORDS: Gaussian measure, Convex bodies, Isoperimetric inequalities, 60E15, 60G15
Manon Defosseux
Electron. Commun. Probab. 16, 59-69, (2011) DOI: 10.1214/ECP.v16-1602
KEYWORDS: interacting particles system with a wall, intertwining, interlacing, random matrices, Gelfand-Tsetlin patterns, 60J05, 60K35, 60B20
Subhankar Ghosh, Larry Goldstein
Electron. Commun. Probab. 16, 70-83, (2011) DOI: 10.1214/ECP.v16-1605
Friedrich Hubalek, Alexey Kuznetsov
Electron. Commun. Probab. 16, 84-95, (2011) DOI: 10.1214/ECP.v16-1601
KEYWORDS: Stable processes, supremum, Mellin transform, double Gamma function, Liouville numbers, continued fractions, 60G52
Emmanuel Rio
Electron. Commun. Probab. 16, 96-103, (2011) DOI: 10.1214/ECP.v16-1609
KEYWORDS: Minimal metric, Wasserstein distance, Cornish-Fisher expansion of first order, Esseen's mean central limit theorem, Global central limit theorem, 60F05
Charles Bordenave
Electron. Commun. Probab. 16, 104-113, (2011) DOI: 10.1214/ECP.v16-1606
KEYWORDS: generalized eigenvalues, Non-Hermitian random matrices, spherical law, 60B20, 47A10, 15A18‎
Erwin Bolthausen, Jean-Dominique Deuschel, Ofer Zeitouni
Electron. Commun. Probab. 16, 114-119, (2011) DOI: 10.1214/ECP.v16-1610
KEYWORDS: Gaussian free field. Recursions, 60G15, 60G60
Jean François Chassagneux, Romuald Elie, Idris Kharroubi
Electron. Commun. Probab. 16, 120-128, (2011) DOI: 10.1214/ECP.v16-1614
KEYWORDS: BSDE with oblique reflections, switching problems, 93E20, 65C99, 60H30
Yuri Mejia Miranda, Gordon Slade
Electron. Commun. Probab. 16, 129-136, (2011) DOI: 10.1214/ECP.v16-1612
KEYWORDS: growth constant, lattice tree, lattice animal, mean-field model, 60K35, 82B41
Nizar Demni
Electron. Commun. Probab. 16, 137-149, (2011) DOI: 10.1214/ECP.v16-1608
KEYWORDS: Stable laws, Free probability, Fox H-function, 60E07, 33E12, 60B20
Marjorie Hahn, Jelena Ryvkina, Kei Kobayashi, Sabir Umarov
Electron. Commun. Probab. 16, 150-164, (2011) DOI: 10.1214/ECP.v16-1620
KEYWORDS: time-change, inverse subordinator, Gaussian process, Fokker-Planck equation, Kolmogorov equation, fractional Brownian motion, time-dependent Hurst parameter, Volterra process, 60G15, 35Q84, 60G22
Paul Jung
Electron. Commun. Probab. 16, 165-173, (2011) DOI: 10.1214/ECP.v16-1611
KEYWORDS: fractional Brownian motion, Random walk in random scenery, random reward schema, local time fractional stable motion, self-similar process, Stable process, 60G52, 60G22, 60G18
Andrej Depperschmidt, Andreas Greven, Peter Pfaffelhuber
Electron. Commun. Probab. 16, 174-188, (2011) DOI: 10.1214/ECP.v16-1615
KEYWORDS: metric measure space, Gromov metric triples, Gromov- weak topology, Prohorov metric, population model, 60B10, 05C80, 60B05, 60B12
Richard Bass
Electron. Commun. Probab. 16, 189-191, (2011) DOI: 10.1214/ECP.v16-1627
KEYWORDS: stopping time, hitting time, progressively measurable, optional, predictable, debut theorem, section theorem, 60G07, 60G05, 60G40
Jörg Neunhäuserer
Electron. Commun. Probab. 16, 192-199, (2011) DOI: 10.1214/ECP.v16-1618
KEYWORDS: Non-uniform self similar measures, singularity, algebraic curves, 28A75, 15H50, 65H05, 28A78
Svend-Erik Graversen, Jan Pedersen
Electron. Commun. Probab. 16, 200-212, (2011) DOI: 10.1214/ECP.v16-1621
KEYWORDS: Lévy bases, stochastic integrals, Urbanik's classes, multiparameter Ornstein-Uhlenbeck processes, 60G51, 60G57, 60H05
Arnaud Debussche, Michael Hoegele, Peter Imkeller
Electron. Commun. Probab. 16, 213-225, (2011) DOI: 10.1214/ECP.v16-1622
KEYWORDS: stochastic reaction diffusion equation with heavy-tailed L'evy noise, First exit times, regularly varying L'evy process, small noise asymptotics, 60H15, 60G51, 35R69, 60J75, 92F99
Iddo Ben-Ari, Anastasios Matzavinos, Alexander Roitershtein
Electron. Commun. Probab. 16, 226-233, (2011) DOI: 10.1214/ECP.v16-1625
KEYWORDS: Bak-Sneppen model, Evolution, birth and death process, central limit theorem, Law of iterated logarithm, Population genetics, 60J10, 60F15, 92D15
Stephane Menozzi
Electron. Commun. Probab. 16, 234-250, (2011) DOI: 10.1214/ECP.v16-1619
KEYWORDS: Parametrix techniques, Martingale problem, hypoelliptic equations, 60H10, 60G46, 60H30
Yuval Peres, Sebastien Roch
Electron. Commun. Probab. 16, 251-261, (2011) DOI: 10.1214/ECP.v16-1630
KEYWORDS: Markov chains on trees, reconstruction problem, Kesten-Stigum bound, phylogenetic reconstruction, 60J80, 92D15
Joel Tropp
Electron. Commun. Probab. 16, 262-270, (2011) DOI: 10.1214/ECP.v16-1624
KEYWORDS: Discrete-time martingale, large deviation, probability inequality, Random matrix, 60B20, 60F10, 60G42
Jochen Blath, Noemi Kurt
Electron. Commun. Probab. 16, 271-282, (2011) DOI: 10.1214/ECP.v16-1631
KEYWORDS: branching annihilating random walk, extinction, survival, interface duality, swapping voter model, 60K35, 60J80, 60J27
Stefan Junglen
Electron. Commun. Probab. 16, 283-295, (2011) DOI: 10.1214/ECP.v16-1629
Frank Aurzada, Hanna Döring, Marcel Ortgiese, Michael Scheutzow
Electron. Commun. Probab. 16, 296-303, (2011) DOI: 10.1214/ECP.v16-1632
KEYWORDS: Discrete time Markov chain, recurrence time, generalized moment, 60J10
Viorel Barbu, Giuseppe Da Prato, Luciano Tubaro
Electron. Commun. Probab. 16, 304-313, (2011) DOI: 10.1214/ECP.v16-1633
KEYWORDS: 2-D stochastic Navier-Stokes equations, Gibbs measures, Kolmogorov operator, 76D05, 60H15, 76B03, 76M35
Sandrine Dallaporta, Van Vu
Electron. Commun. Probab. 16, 214-322, (2011) DOI: 10.1214/ECP.v16-1634
KEYWORDS: random matrices, Eigenvalue counting function, central limit theorem, Four moment theorem, Localization, 60B20, 60F05
Hadrian Heil, Makoto Nakashima
Electron. Commun. Probab. 16, 323-336, (2011) DOI: 10.1214/ECP.v16-1603
KEYWORDS: Branching random walk, random environment, Localization, 60K37, 60J80, 60K35, 82D30
Nicolas Fournier, Jacques Printems
Electron. Commun. Probab. 16, 337-352, (2011) DOI: 10.1214/ECP.v16-1636
Gabriel Tucci
Electron. Commun. Probab. 16, 353-364, (2011) DOI: 10.1214/ECP.v16-1635
KEYWORDS: random matrices, Limit Measures, Lyapunov exponents, MIMO systems, 15B52, 60B20, 46L54
Solesne Bourguin, Ciprian Tudor
Electron. Commun. Probab. 16, 365-378, (2011) DOI: 10.1214/ECP.v16-1639
KEYWORDS: Cramér's theorem, gamma distribution, multiple stochastic integrals, limit theorems, Malliavin calculus, 60F05, 60H05, 91G70
Balazs Rath, Artem Sapozhnikov
Electron. Commun. Probab. 16, 379-391, (2011) DOI: 10.1214/ECP.v16-1637
KEYWORDS: Random interlacement, transience, Random walk, resistance, intersection of random walks, capacity, 60K35, 82B43
Frank Aurzada
Electron. Commun. Probab. 16, 392-404, (2011) DOI: 10.1214/ECP.v16-1640
KEYWORDS: First passage time, fractional Brownian motion, Lower tail probability, One-sided barrier problem, One-sided exit problem, small value probability, Survival exponent, 60G22, (60G15, 60G18)
Arup Bose, Rajat Hazra, Koushik Saha
Electron. Commun. Probab. 16, 405-422, (2011) DOI: 10.1214/ECP.v16-1651
KEYWORDS: Cramer's theorem, central limit theorem, cumulant, $C^*$probability space, free algebras, Free independence, half commutativity, half independence, noncommutative probability spaces, Reverse circulant matrix, Rayleigh distribution, semicircular law, 60B20, 46L53, 46L54, 60B10
Josh Abramson, Jim Pitman, Nathan Ross, Geronimo Uribe Bravo
Electron. Commun. Probab. 16, 423-434, (2011) DOI: 10.1214/ECP.v16-1648
KEYWORDS: Random walks, Lévy processes, Brownian meander, convex minorant, uniform stick-breaking, fluctuation theory, 60G50, 60G51
Nicolas Curien, Yuval Peres
Electron. Commun. Probab. 16, 435-446, (2011) DOI: 10.1214/ECP.v16-1641
KEYWORDS: Random trees, random snake, 60C05, 60D05
Wei Liu, Jonas Toelle
Electron. Commun. Probab. 16, 447-457, (2011) DOI: 10.1214/ECP.v16-1643
KEYWORDS: stochastic evolution equation, invariant measure, Dissipative, $p$-Laplace equation, Fast diffusion equation, 60H15, 60J35, 47D07
Piet Groeneboom, Nico Temme
Electron. Commun. Probab. 16, 458-466, (2011) DOI: 10.1214/ECP.v16-1645
KEYWORDS: Brownian motion, parabolic drift, Maximum, Airy functions, 60J65, 60J75
Ivan Nourdin
Electron. Commun. Probab. 16, 467-481, (2011) DOI: 10.1214/ECP.v16-1642
KEYWORDS: Brownian motion, free Brownian motion, multiple Wiener-Itô integrals, multiple Wigner integrals, Nualart-Peccati criterion, product formula, 46L54, 60H05, 60H07, 60H30
Olivier Raimond, Bruno Schapira
Electron. Commun. Probab. 16, 483-490, (2011) DOI: 10.1214/ECP.v16-1646
KEYWORDS: Internal DLA, excited random walk, Law of Large Numbers, 60F15, 60K35
Takahiro Hasebe, Hayato Saigo
Electron. Commun. Probab. 16, 491-506, (2011) DOI: 10.1214/ECP.v16-1647
KEYWORDS: Natural independence, Cumulants, Non-commutative probability, Monotone independence, 46L53, 46L54, 05A18
Gustaf Gripenberg
Electron. Commun. Probab. 16, 507-516, (2011) DOI: 10.1214/ECP.v16-1650
KEYWORDS: White noise, colored noise, Brownian motion, fractional Brownian motion, convergence, dilation, translation, 60G15, 60J65
David Coupier
Electron. Commun. Probab. 16, 517-527, (2011) DOI: 10.1214/ECP.v16-1656
KEYWORDS: Geodesic, Last-passage percolation, topological end, Random tree, 60K35, 82B43
Eviatar Procaccia, Johan Tykesson
Electron. Commun. Probab. 16, 528-544, (2011) DOI: 10.1214/ECP.v16-1660
KEYWORDS: Random interlacements, Stochastic dimension, Probability
Björn Böttcher
Electron. Commun. Probab. 16, 545-555, (2011) DOI: 10.1214/ECP.v16-1652
KEYWORDS: Feller process, Feller semigroup, construction of Markov processes, unbounded coefficients, 60J35, 47G20, 47G30, 60J75, 47D03
Angelo Koudou, Pierre Vallois
Electron. Commun. Probab. 16, 556-566, (2011) DOI: 10.1214/ECP.v16-1663
KEYWORDS: gamma distribution, generalized inverse Gaussian distribution, Matsumoto-Yor property, Kummer distribution, Beta distribution, 60E05, 62E10
Martin Möhle
Electron. Commun. Probab. 16, 567-582, (2011) DOI: 10.1214/ECP.v16-1654
KEYWORDS: Ancestral process, Cannings model, Coalescent, compound Poisson model, conditional branching process model, Dirichlet model, exchangeability, neutrality, simultaneous multiple collisions, weak convergence, Wright-Fisher model, 92D25, 60J70, 92D15, 60F17
Markus Kuba
Electron. Commun. Probab. 16, 583-599, (2011) DOI: 10.1214/ECP.v16-1669
KEYWORDS: Cannibal Urn models, normal distribution, Poisson distribution, 60F05, 05C05
Yutao Ma, Ran Wang, Liming Wu
Electron. Commun. Probab. 16, 600-613, (2011) DOI: 10.1214/ECP.v16-1670
KEYWORDS: transportation-information inequality, concentration inequality, Gibbs measure, Lyapunov function method, 60E15. 60K35
Hasanjan Sayit, Frederi Viens
Electron. Commun. Probab. 16, 614-622, (2011) DOI: 10.1214/ECP.v16-1671
KEYWORDS: Financial markets, Arbitrage, transaction cost, sticky process, fractional Brownian motion, time-change, 91G10, 91B25, 60G22
Thomas Simon
Electron. Commun. Probab. 16, 623-629, (2011) DOI: 10.1214/ECP.v16-1672
KEYWORDS: Stable law, Unimodality, 60E07, 60E15
Göran Bergqvist, Peter Forrester
Electron. Commun. Probab. 16, 630-637, (2011) DOI: 10.1214/ECP.v16-1655
KEYWORDS: tensors, multi-way arrays, typical rank, random matrices, 15A69, 15B52, 60B20
Owen Jones, David Rolls
Electron. Commun. Probab. 16, 638-651, (2011) DOI: 10.1214/ECP.v16-1673
KEYWORDS: continuous martingale hypothesis, crossing-tree, realised volatility, time-change, 60G44, 62G10
Greg Markowsky
Electron. Commun. Probab. 16, 652-663, (2011) DOI: 10.1214/ECP.v16-1653
KEYWORDS: Brownian motion, Exit time, conformal maps, 60J65, 30C35
Ioannis Karatzas, Albert Shiryaev, Mykhaylo Shkolnikov
Electron. Commun. Probab. 16, 664-677, (2011) DOI: 10.1214/ECP.v16-1665
KEYWORDS: Stochastic differential equation, weak existence, Weak uniqueness, strong existence, Strong uniqueness, Tanaka equation, skew Brownian motion, Sticky Brownian motion, comparison theorems for diffusions, 60H10, 60J60, 60J65
Zhao Dong, Lihu Xu, Xicheng Zhang
Electron. Commun. Probab. 16, 678-688, (2011) DOI: 10.1214/ECP.v16-1664
KEYWORDS: $alpha$-stable process, Stochastic Navier-Stokes equation, invariant measure, 60H15
Jan Van Neerven, Jiahui Zhu
Electron. Commun. Probab. 16, 689-705, (2011) DOI: 10.1214/ECP.v16-1677
KEYWORDS: stochastic convolutions, maximal inequality, $2$-smooth Banach spaces, It^o formula, 60H05, 60H15
Arnab Sen, Balint Virag
Electron. Commun. Probab. 16, 706-711, (2011) DOI: 10.1214/ECP.v16-1675
KEYWORDS: Toeplitz matrix, eigenvalue distribution, spectral averaging, 35P20, 60B20
Jeremy Quastel, Daniel Remenik
Electron. Commun. Probab. 16, 712-719, (2011) DOI: 10.1214/ECP.v16-1678
KEYWORDS: Kardar-Parisi-Zhang equation, Stochastic heat equation, Brownian motion, finite variation, Stochastic Burgers equation, Random growth, Asymmetric exclusion process, Directed polymers, 60H15, 60K35, 82C22
Etienne Pardoux, Anton Wakolbinger
Electron. Commun. Probab. 16, 720-731, (2011) DOI: 10.1214/ECP.v16-1679
KEYWORDS: Ray-Knight representation, Local time, Feller branching with logistic growth, Brownian motion, local time drift, Girsanov transform, 60J70, 60J55, 60J80, 60H10
Roberto Fernandez, Sandro Gallo, Gregory Maillard
Electron. Commun. Probab. 16, 732-740, (2011) DOI: 10.1214/ECP.v16-1681
KEYWORDS: Discrete-time stochastic processes, $g$-measures, chains with complete connections, Non-Gibbsianness, chains with variable-length memory, 60G10, 82B20, 37A05
Jose Ramirez, Brian Rider, Ofer Zeitouni
Electron. Commun. Probab. 16, 741-752, (2011) DOI: 10.1214/ECP.v16-1682
KEYWORDS: random matrices, smallest singular value, hard edge, 60B20, 60F10
Franz Merkl, Silke Rolles
Electron. Commun. Probab. 16, 753-763, (2011) DOI: 10.1214/ECP.v16-1683
KEYWORDS: Reinforced random walk, FKG inequalities, Spanning trees, 60E15, 82B41, 60K35
Antoine Lejay
Electron. Commun. Probab. 16, 764-774, (2011) DOI: 10.1214/ECP.v16-1686
KEYWORDS: skew Brownian motion, discontinuous media, occupation time, Local time, last passage time, Path decomposition, Brownian bridge, First hitting time, geophysics, Monte Carlo simulation, 60J60, 65C05
Artem Sapozhnikov
Electron. Commun. Probab. 16, 775-780, (2011) DOI: 10.1214/ECP.v16-1684
KEYWORDS: Invasion percolation, Incipient infinite cluster, Critical percolation, Near-critical percolation, correlation length, stochastic domination, 82C43, 60K35, 82B27, 82B43
Martin Hutzenthaler
Electron. Commun. Probab. 16, 781-791, (2011) DOI: 10.1214/ECP.v16-1685
KEYWORDS: Branching diffusions in random environment, BDRE, Supercriticality, Survival probability, 60J80, 60K37, 60J60
Siva Athreya, Rongfeng Sun
Electron. Commun. Probab. 16, 792-800, (2011) DOI: 10.1214/ECP.v16-1688
KEYWORDS: voter model interface, Measure-valued process, tightness, 60K35, 82C22, 82C24, 60F17
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